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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 408–413 (Mi tvp3051)  
Short Communications

Recurrent interpolation of partially observed random fields with discrete parameter

A. A. Novikov

Steklov Mathematical Institute, Academy of Sciences of the USSR, Moscow
Full-text PDF (463 kB)
Abstract: The problem of estimating an unobserved component of a partially observed random field is considered. It is assumed that the unobserved and observed components are governed by certain linear difference equations with random Gaussian right-hand sides. A linear recurrent equation with boundary conditions is derived for the optimal mean-square estimator of the unobserved random field.
Received: 18.11.1976
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 2, Pages 390–395
DOI: https://doi.org/10.1137/1123044
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Novikov, “Recurrent interpolation of partially observed random fields with discrete parameter”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 408–413; Theory Probab. Appl., 23:2 (1979), 390–395
Citation in format AMSBIB
\Bibitem{Nov78}
\by A.~A.~Novikov
\paper Recurrent interpolation of partially observed random fields with discrete parameter
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 2
\pages 408--413
\mathnet{http://mi.mathnet.ru/tvp3051}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=517869}
\zmath{https://zbmath.org/?q=an:0421.93065|0388.93043}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 390--395
\crossref{https://doi.org/10.1137/1123044}
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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