Exact finite-dimensional filters for doubly stochastic auto-regressive processes.

Vikram Krishnamurthy Robert J. Elliott

Published in: IEEE Trans. Autom. Control. (1997)

Keyphrases

finite dimensional
autoregressive
doubly stochastic
higher dimensional
euclidean space
numerical solution
non stationary
convex sets
vector space
wavelet coefficients
random fields
low dimensional
multiscale
bayesian framework
frequency domain
probability distribution
special case
high dimensional