Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel

Amir Dembo and Ofer Zeitouni

Journal of Multivariate Analysis, 1990, vol. 35, issue 2, 151-167

Abstract: 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 PDEs driven by white noise. This functional is then used to define and solve the MAP estimation of such fields observed via nonlinear sensors. Existence results and a representation of the estimator are derived for this model.

Keywords: Onsager-Machlup; stochastic; PDE; random; fields; MAP; estimation (search for similar items in EconPapers)
Date: 1990
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