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arXiv · 2109.10685

State-space representation of Matérn and Damped Simple Harmonic Oscillator Gaussian processes

Andrés Jordán·Susana Eyheramendy·Johannes Buchner
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Abstract

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 Matérn 1/2, 3/2 and 5/2 processes.

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Andrés Jordán, Susana Eyheramendy, Johannes Buchner. 2021-09-22. State-space representation of Matérn and Damped Simple Harmonic Oscillator Gaussian processes. https://doi.org/10.3847/2515-5172%2Fabfe68

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