Stochastic regularization of linear equations and the realization of Gaussian fields (Q915262)
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scientific article; zbMATH DE number 4151530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic regularization of linear equations and the realization of Gaussian fields |
scientific article; zbMATH DE number 4151530 |
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Stochastic regularization of linear equations and the realization of Gaussian fields (English)
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1990
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The authors consider a Gaussian random field X with covariance operator on a Hilbert space. With some Hilbert-Schmidt assumptions they show that the conditional expectation of X given observations Y of X corrupted by independent white Gaussian noise can be realized on sample configurations of Y. They use a variational method to describe the conditional expectation.
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filtering
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Gaussian random field
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covariance operator
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conditional expectation
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