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State-space Representation of Matrn and Damped Simple Harmonic Oscillator Gaussian Processes
Research Notes of the AAS Pub Date : 2021-05-10 , DOI: 10.3847/2515-5172/abfe68
Andrs Jordn 1, 2 , Susana Eyheramendy 1, 2 , Johannes Buchner 3
Affiliation  

Gaussian processes (GPs) are used widely in the analysis of astronomical time series. GPs with rational spectral densities have state-space representations which allow ${ \mathcal O }(n)$ evaluation of the likelihood. We calculate analytic state space representations for the damped simple harmonic oscillator and the Matrn 1/2, 3/2 and 5/2 processes.



中文翻译:

Matrn和阻尼简单谐波振荡器高斯过程的状态空间表示

高斯过程 (GP) 广泛用于天文时间序列的分析。具有合理谱密度的 GP 具有允许${ \mathcal O }(n)$评估可能性的状态空间表示。我们计算阻尼简谐振子和 Matrn 1/2、3/2 和 5/2 过程的解析状态空间表示。

更新日期:2021-05-10
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