화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.40, No.1, 173-175, 1995
Multiscale Smoothing Error Models
A class of multiscale stochastic models based on scale-recursive dynamics on trees has recently been introduced. These models are interesting because they can be used to represent a broad class of physical phenomena and because they lead to efficient algorithms for estimation and likelihood calculation. In this paper, we provide a complete statistical characterization of the error associated with smoothed estimates of the multiscale stochastic processes described by these models. In particular, we show that the smoothing error is itself a multiscale stochastic process with parameters that can be explicitly calculated.