Smoothing data with correlated noise via Fourier transform

Abstract
The problem of smoothing data trough a transform in the Fourier domain is analyzed in the case of correlated noise affecting data. A regularization method and two GCV-type criteria are resorted in order to solve the problem, in analogy with the case of uncorrelated noise. All convergence theorems stated for uncorrelated noise are here generalized to the case of correlated noise. Numerical experiments on significant test functions are shown. © 2000 IMACS/Elsevier Science B.V. All rights reserved.
Anno
2000
Autori IAC
Tipo pubblicazione
Altri Autori
Amato, U. and De Feis, I.
Editore
North-Holland Publishing Company
Rivista
Mathematics and computers in simulation (Print)