Maximum A-Posteriori Estimation of Random Fields - Elliptic Gaussian Fields Observed via a Noisy Channel
نویسندگان
چکیده
An extension of the "prior density for path" (Onsager-Machlup functional) is defined and shown to exist for Gaussian fields generated by solutions of elliptic PDE's driven by white noise. This functional is then used to define and solve the MAP estimation of such fields observed via nonlinear noisy sensors. Existence results and a representation of the estimator are derived for this model. AMS (1980) Subject Classification: Primary 60H15, 60G60 Secondary 93E10.
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