Abstract: We recently developed a multiscale recursive estimation procedure for the estimation of large-scale dynamic systems.

The procedure propagates multiscale models for the estimation errors more efficiently than the Kalman filter's propagation of the error covariances, with a re-.

A recursive estimation algorithm that emulates the Kalman filter is developed that uses a multiscale estimation algorithm for the update step, ...

Recursive multiscale estimation of space-time random fields · Terrence Ho · Paul Fieguth · AS Willski · 1999 · Proceedings 1999 International Conference on Image ...

In this paper we examine a class of multiscale state space models. Standard time domain state space models have proven to be of considerable value both ...

Terrence T. Ho, Paul W. Fieguth, Alan S. Willsky: Computationally efficient steady-state multiscale estimation for 1-D diffusion processes.

This proposed procedure would fully exploit the data to resolve real atmospheric features, followed by an ap- plication of statistical estimation for scales ...

Abstract. A current topic of great interest is the multiresolution analysis of signals and the development of multiscale signal processing algorithms.

The main focus of this paper is on the description, analysis, and application of an extremely efficient optimal estimation algorithm for this class of ...

In this paper we have developed a new approach to suboptimal estimation for recursive estimation for distributed parameter space–time phenomena. The point ...