Stochastic regularization of linear equations and the realization of Gaussian fields

DOI10.1016/0047-259X(90)90010-FzbMath0702.60042OpenAlexW1969514590MaRDI QIDQ915262

Mauro Piccioni, Massimo Roma

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90010-f

zbMATH Keywords

conditional expectationfilteringcovariance operatorGaussian random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Generalized stochastic processes (60G20)

Cites Work

• White noise calculus and nonlinear filtering theory
• Well-posed stochastic extensions of ill-posed linear problems
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