Recursive structure of noncausal Gauss-Markov random fields

DOI10.1109/18.119691zbMath0742.60051OpenAlexW2150224589MaRDI QIDQ3990770

Nikhil Balram, José M. F. Moura

Publication date: 28 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.119691

zbMATH Keywords

image processingRiccati type equationKalman-Bucy filtersnoncausal Gauss-Markov random fieldsRecursive representations

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

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