Smoothing for Random Fields Modeled by Partial Differential Equations* Christoforos E. Economakos † and Howard L. Weinert Department of Electrical and Computer Engineering The Johns Hopkins University Baltimore, MD 21218 Technical Report JHU/ECE-94/24 Abstract We present an efficient, numerically reliable smoothing algorithm for random fields modeled by linear, constant coefficient, partial differential equations. The estimate is computed from discrete measurements by converting the 2D problem to a collection of uncoupled 1D problems which are solved using stable iterations. Key words: smoothing, random fields, partial differential equations _______________ * This work was supported by the Office of Naval Research under Grant N00014-89-J-1642 † Landis & Gyr Hellas S.A., 5 Kolokotroni & Dimokratias st., GR 15451 N. Psychiko, Greece