DocumentCode
2956452
Title
On a wold-like decomposition of 2-D discrete random fields
Author
Francos, Joseph ; Meiri, A. ; Porat, Boaz
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fYear
1990
fDate
3-6 Apr 1990
Firstpage
2695
Abstract
Imposing a total-order on a two-dimensional discrete homogeneous random field induces an orthogonal decomposition of the random field into two components: a purely indeterministic field and a deterministic one. The purely indeterministic component is shown to have a two-dimensional white-innovations driven MA representation. The two-dimensional deterministic random field can be perfectly predicted from the field´s past samples. This field is further orthogonally decomposed into a purely deterministic field that represents the remote past of the field and can thus be perfectly predicted given enough arbitrarily located data samples, and an evanescent component. The evanescent component can be further decomposed into a remote columnwise past component and a column-to-column renewal field
Keywords
filtering and prediction theory; random processes; 2-D discrete random fields; column-to-column renewal field; deterministic field; evanescent component; indeterministic field; orthogonal decomposition; remote columnwise past component; two-dimensional discrete homogeneous random field; two-dimensional white-innovations driven MA representation; wold-like decomposition; Algorithm design and analysis; Cities and towns; H infinity control; Hilbert space; Random processes; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location
Albuquerque, NM
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1990.116181
Filename
116181
Link To Document