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

Author

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  • Dembo, Amir
  • Zeitouni, Ofer

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.

Suggested Citation

  • Dembo, Amir & Zeitouni, Ofer, 1990. "Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 151-167, November.
    • Handle: RePEc:eee:jmvana:v:35:y:1990:i:2:p:151-167
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