Figure 2. Image representations of the precision matrices encoding temporal dependencies among the generalised motion of random fluctuations.

The precision in generalised coordinates (left) and over discrete samples in time (right) are shown for a roughness of γ = 4 and seventeen observations (with an order of n = 16). This corresponds to an autocorrelation function whose width is half a time bin. With this degree of temporal correlation only a few (i.e., five or six) discrete local observations are specified with any precision.