The Stochastic Equation of the Optimal Filter (Part II)

1980 ◽  
pp. 273-293
Author(s):  
Gopinath Kallianpur
Keyword(s):  
Stochastic Equation ◽  
Optimal Filter

Stochastic equation for the morphological evolution of heteroepitaxial thin films

2006 ◽  
Vol 74 (12) ◽  
Author(s):  
Christoph A. Haselwandter ◽  
Dimitri D. Vvedensky
Keyword(s):  
Thin Films ◽  
Stochastic Equation ◽  
Morphological Evolution

Identification based fault detection: Residual selection and optimal filter

2021 ◽  
Vol 105 ◽  
pp. 1-14
Author(s):  
Jinming Zhou ◽  
Yucai Zhu
Keyword(s):  
Fault Detection ◽  
Optimal Filter

scholarly journals Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems

2013 ◽  
Vol 20 (7) ◽  
pp. 701-704 ◽  
Author(s):  
S. Derrode ◽  
W. Pieczynski
Keyword(s):  
Linear Systems ◽  
Optimal Filter ◽  
Fast Computation

scholarly journals ULTRAMETRIC RANDOM FIELD

2006 ◽  
Vol 09 (02) ◽  
pp. 199-213 ◽  
Author(s):  
A. YU. KHRENNIKOV ◽  
S. V. KOZYREV
Keyword(s):  
Wavelet Analysis ◽  
Random Field ◽  
Stochastic Equation ◽  
Gaussian Random Field ◽  
Ultrametric Space ◽  
Ultrametric Spaces

Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion of ultrametric Markovianity, which describes independence of contributions to random field from different ultrametric balls is introduced. We show that the random field under investigation satisfies this property.

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