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State-space representation of Mat\'ern and Damped Simple Harmonic Oscillator Gaussian processes

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arxiv 2109.10685 v1 pith:MJTVAW3V submitted 2021-09-22 astro-ph.IM

Andrés Jordán , Susana Eyheramendy , Johannes Buchner This is my paper · ORCID
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keywords processesdampedgaussianharmonicoscillatorrepresentationssimplestate-space
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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 Mat\'ern 1/2, 3/2 and 5/2 processes.

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    astro-ph.HE 2026-07 conditional novelty 6.0 of 10

    A new semi-analytic 4D Gaussian random field generator couples a prescribed thick-disk Kerr velocity to a composite torus-jet variability field, giving a ready-to-use time-dependent black-hole emission model.

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