Research Article
Estimation of Spatially Varying Parameters with Application to Hyperbolic SPDES
Require:, , , , , and . | Ensure:. | 1: fortodo | 2: Draw . | 3: Compute . | 4: forto, do | 5: Run a single-step KBF prediction mean | 6: Run a single-step KBF prediction covariance | 7: Run a single-step KBF analysis mean | 8: Run a single-step KBF analysis covariance | 9: end for | 10: Metropolis-Hastings | 11: Compute | 12: Compute | 13: ifthen | 14: | 15: else | 16: | 17: end if | 18: end for |
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