Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data.

@article{Solin2013InfinitedimensionalBF,
  title={Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data.},
  author={Arno Solin and Simo S{\"a}rkk{\"a}},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2013},
  volume={88 5},
  pages={052909}
}
This paper introduces a spatiotemporal resonator model and an inference method for detection and estimation of nearly periodic temporal phenomena in spatiotemporal data. The model is derived as a spatial extension of a stochastic harmonic resonator model, which can be formulated in terms of a stochastic differential equation. The spatial structure is included by introducing linear operators, which affect both the oscillations and damping, and by choosing the appropriate spatial covariance… CONTINUE READING