方法证据记录
Spatial Kalman Filter
The spatial Kalman filter applies classical Kalman filtering to spatio-temporal state-space models, treating a spatially distributed latent field as the hidden state that evolves over time. At each time step, the filter recursively predicts the spatial field forward and then updates the prediction with new spatial observations, producing optimal linear estimates of the field and its uncertainty across all locations.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Spatial Kalman Filter for Spatio-Temporal State-Space Models
分类方法记录 · bayesian / bayesian
- Cressie, N. & Wikle, C. K. (2011). Statistics for Spatio-Temporal Data. Wiley. · ISBN 978-0-471-69274-4
- Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45. · DOI 10.1115/1.3662552
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