Multiscale graphical modeling in space Applications to command and

Document Sample
Multiscale graphical modeling in space Applications to command and Powered By Docstoc
					Multiscale graphical modeling in space:
Applications to command and control
                    Hsin-Cheng Huang
                     Academia Sinica
                       Noel Cressie
                 The Ohio State University



                             Abstract
    Recently, a class of multiscale tree-structured models was intro-
duced in terms of scale-recursive dynamics defined on trees. The
main advantage of these models is their association with a fast, re-
cursive, Kalman-filter prediction algorithm. In this article, we pro-
pose a more general class of multiscale graphical models over acyclic
directed graphs, for use in command and control problems. More-
over, we derive the generalized-Kalman-filter algorithm for graphical
Markov models, which can be used to obtain the optimal predictors
and the prediction variance for multiscale graphical models.




                                 1