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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Kashiwagi, N. On use of the Kalman filter for spatial smoothing. Ann Inst Stat Math 45, 21–34 (1993). https://doi.org/10.1007/BF00773666
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DOI: https://doi.org/10.1007/BF00773666