Stochastic modelling of non-stationary smooth phenomena

被引：0

作者：

Tornatore, V ^{[1
]}

Migliaccio, F ^{[1
]}

机构：

[1] Politecn Milan, DIIAR, Sez Rilevamento, I-20133 Milan, Italy

来源：

IV HOTINE-MARUSSI SYMPOSIUM ON MATHEMATICAL GEODESY | 2001年 / 122期

关键词：

D O I：

暂无

中图分类号：

P3 [地球物理学]; P59 [地球化学];

学科分类号：

0708 ; 070902 ;

摘要：

We propose a new method to model a non-stationary and slowly variable phenomenon. The case of a one-dimensional stochastic process is presented. Particular care is taken in order to prove that the condition of positive definiteness of the covariance function is satisfied. The estimate of the covariance function is afterwards obtained by means of local estimates. The method has been tested on a set of simulated data.

引用

页码：77 / 82

页数：6

共 7 条

[1] [Anonymous], 1997, B GEODESIA SCI AFFIN
[2] BARZAGHI R, 1983, B GEODESIA SCI AFFIN, V42, P389
[3] BARZAGHI R, 1984, B GEODESIA SCI AFFIN, V43, P117
[4] Papoulis A., 1984, Probability, Random Variables and Stochastic Processes, V2nd
[5] Wackernagel H., 1995, MULTIVARIATE GEOSTAT, DOI DOI 10.1007/978-3-662-03098-1_11
[6] Biases and accuracy of, and an alternative to, discrete nonlinear filters
Xu, PL
[J]. JOURNAL OF GEODESY, 1999, 73 (01) : 35 - 46
[7] [No title captured]

← 1 →