On use of the Kalman filter for spatial smoothing |
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| Authors: | Nobuhisa Kashiwagi |
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| Affiliation: | (1) The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, 106 Tokyo, Japan |
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| Abstract: | 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. |
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| Keywords: | Discrete thin plate smoothing image analysis Kalman filter likelihood spatial statistics state-space approach |
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