TY - GEN
T1 - Maximum Error Estimation of Gaussian Processes in the Sampling-Reconstruction Procedure
AU - Morales-Arenas, Gabriela
AU - Rodriguez-Saldana, Daniel
AU - Kazakov, Vladimir
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015
Y1 - 2015
N2 - The Sampling-Reconstruction Procedure (SRP) of Gaussian processes is investigated in this paper on the basis of the conditional mean rule. The main advantage of this methodology is that it can estimate the reconstruction error on the whole time domain, so we have the possibility to evaluate this error in any point of interest of the analyzed process. The most important points are them, where maximum levels of error are produced. Considering the above, our essential necessity is to estimate these maxima and get an easier formula in order to make a faster error evaluation with a specific sampling interval for a singular application. Initially, the analysis is performed for two Gaussian processes: one with Markovian characteristics and other with non-Markovian properties.
AB - The Sampling-Reconstruction Procedure (SRP) of Gaussian processes is investigated in this paper on the basis of the conditional mean rule. The main advantage of this methodology is that it can estimate the reconstruction error on the whole time domain, so we have the possibility to evaluate this error in any point of interest of the analyzed process. The most important points are them, where maximum levels of error are produced. Considering the above, our essential necessity is to estimate these maxima and get an easier formula in order to make a faster error evaluation with a specific sampling interval for a singular application. Initially, the analysis is performed for two Gaussian processes: one with Markovian characteristics and other with non-Markovian properties.
KW - Gaussian processes
KW - Markov and non-Markov proceses
KW - Maximum error estimation
KW - Sampling-Reconstruction Procedure
KW - Taylor series expansion
UR - http://www.scopus.com/inward/record.url?scp=84964319121&partnerID=8YFLogxK
U2 - 10.1109/ICMEAE.2015.23
DO - 10.1109/ICMEAE.2015.23
M3 - Contribución a la conferencia
AN - SCOPUS:84964319121
T3 - Proceedings - 2015 International Conference on Mechatronics, Electronics, and Automotive Engineering, ICMEAE 2015
SP - 241
EP - 245
BT - Proceedings - 2015 International Conference on Mechatronics, Electronics, and Automotive Engineering, ICMEAE 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - International Conference on Mechatronics, Electronics, and Automotive Engineering, ICMEAE 2015
Y2 - 24 November 2015 through 27 November 2015
ER -