Title :
Error reconstruction surfaces of non stationary Gaussian fields
Author :
Kazakov, Vladimir ; Medina, Angel ; Rodriguez, Daniel
Author_Institution :
Sch. of Mech. & Electr. Eng., Dept. of Telecommun., Nat. Polytech. Inst. (IPN), Mexico City, Mexico
Abstract :
The statistical description of an optimal sampling reconstruction procedure (SRP) of non stationary Gaussian fields is given on the basis of the conditional mean rule. The non stationarity of field is determined in space, along of one axis, but not in time. A new type of the spatial covariance function of non stationary Gaussian field is suggested. A non trivial example of SRP of non stationary Gaussian field is given. The number of samples and their locations are arbitrary. We give precise calculations of the minimum mean square error reconstruction surfaces for the non stationary and stationary fields.
Keywords :
Gaussian processes; covariance matrices; least mean squares methods; signal reconstruction; signal sampling; SRP; conditional mean rule; covariance matrix; minimum mean square error reconstruction surface; nonstationary Gaussian field; optimal sampling reconstruction procedure; signal processing; spatial covariance function; statistical description; Cities and towns; Covariance matrix; Error analysis; Mean square error methods; Multidimensional systems; Random processes; Random variables; Sampling methods; Space stations; Surface reconstruction; Non stationary Gaussian fields; component; mean square reconstruction error; sampling-reconstruction procedure;
Conference_Titel :
AFRICON, 2009. AFRICON '09.
Conference_Location :
Nairobi
Print_ISBN :
978-1-4244-3918-8
Electronic_ISBN :
978-1-4244-3919-5
DOI :
10.1109/AFRCON.2009.5308349