Abstract
Numerically efficient methods for the solution of the Wiener-Kolmogorov equations in collocation always make use of the stationarity of the underlying stochastic process. In many applications the condition of stationarity is violated. The paper aims at a construction of a wavelet-based, numerically efficient method for the solution of non-stationary Wiener-Kolmogorov equations.
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References
Keller, W. (2000). A Wavelet Approach to Non-Stationary Collocation. In: Geodesy Beyond 2000: The Callenge of the First Decade. Schwarz. K.-P. (Ed). Vol .121, Springer Berlin Heidelberg New York, 2000, pp 208–213.
Mallat, Stephane(1999). A Wavelet Tour of Signal Processing. Academic Press, San Diego , 1999
Sansó, F. and M. Sideris (1997). On the similarities and differences between system theory and least squares collocation in physical geodesy. Bolletino di Geodesia e Science Affini. LVI, pp 173–206.
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Keller, W. (2001). A Wavelet Solution to 1D Non-Stationary Collocation With an Extension to the 2D Case. In: Sideris, M.G. (eds) Gravity, Geoid and Geodynamics 2000. International Association of Geodesy Symposia, vol 123. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04827-6_13
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DOI: https://doi.org/10.1007/978-3-662-04827-6_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-07634-3
Online ISBN: 978-3-662-04827-6
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