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Talk:Gauss–Markov process

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A couple of suggested improvement:

  • References, particularly in GPS and INS talk about 1-st order and 2nd-order Gauss-markov processes. These should be defined and differentiated.
  • A schematic of generating a Gauss-markov process from AWGN - which can lay the foundation for modelling such a process in something like a kalman-filter.

Merger Proposal

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The following discussion is closed. Please do not modify it. Subsequent comments should be made in a new section. A summary of the conclusions reached follows.
To not merge the articles, but to link them more obviously. Klbrain (talk) 10:08, 10 May 2016 (UTC)[reply]

The Gauss-Markov Process page discusses mostly Stationary Gauss-Markov processes; these are the same as Ornstein–Uhlenbeck (OU) processes. I suppose nonstationary gauss-markov processes are not OU processes though. At the bare minimum, the OU page could benefit from the readability of the Gauss-Markov Process page. 199.46.198.231 (talk) 23:46, 14 March 2012 (UTC)[reply]

The Ornstein-Uhlenbeck Process is certainly a special case of the Gauss-Marcov Process but it is an extremely important one. In my opinion both topics should be retained. The linkages between the two topics could certainly be better and some of the material could be moved. The Ornstien-Uhlenbeck Process suffers from its wide applicability. It is important various researchers and practitioners - stochastic processes, quantitative finance and physics - but this unfortunately leads to confusion over terminology and parametrisation standards. The article is a good one - but not a great one - please don't throw it away as it is vitally useful to many people. — Preceding unsigned comment added by 195.8.190.54 (talk) 09:57, 3 May 2012 (UTC)[reply]

The discussion above is closed. Please do not modify it. Subsequent comments should be made on the appropriate discussion page. No further edits should be made to this discussion.