ON USE OF THE KALMAN FILTER FOR SPATIAL SMOOTHING
ON USE OF THE KALMAN FILTER FOR SPATIAL SMOOTHING
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DOI：
10.1007/bf00773666
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发表时间：
1993-03-01
影响因子：
1
通讯作者：
KASHIWAGI, N
中科院分区：
文献类型：
--
作者：
KASHIWAGI, N
提出了一种利用卡尔曼滤波器对二维矩形网格上的数据进行离散薄板平滑的状态空间模型。卡尔曼滤波器的使用减少了平滑参数的最大似然估计中的计算困难。文中还给出了减少趋势估计计算困难的方法。数值说明使用两组人工数据。
A state-space model to perform discrete thin plate smoothing for data on a two-dimensional rectangular lattice is proposed with the use of the Kalman filter. The use of the Kalman filter reduces computational difficulties in the maximum likelihood estimation of a smoothing parameter. A procedure to reduce computational difficulties in the estimation of trend is given also. Numerical illustration is provided using two sets of artificial data.