State-space representation of Mat\'ern and Damped Simple Harmonic Oscillator Gaussian processes
2021
Gaussian processes (GPs) are used widely in the analysis of astronomical time series. GPs with rational spectral densities have state-space representations which allow O(n) evaluation of the likelihood. We calculate analytic state space representations for the damped simple harmonic oscillator and the Mat\'ern 1/2, 3/2 and 5/2 processes.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
5
References
0
Citations
NaN
KQI