کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416151 681292 2007 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Kalman filtering from POP-based diagonalization of ARH(1)
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Kalman filtering from POP-based diagonalization of ARH(1)
چکیده انگلیسی

The autoregressive Hilbertian model of order one (ARH(1)) is considered to represent the dynamics of a sequence of spatial functional data. Spatiotemporal interaction is defined in terms of the autocorrelation operator. A diagonalization of ARH(1) models is derived based on the functional principal oscillation pattern (POP) decomposition of such an operator. The results are applied to implement the Kalman filter for spatiotemporal prediction from the information provided by the observation of a finite sequence of spatial functional data.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 10, 15 June 2007, Pages 4994–5008
نویسندگان
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