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
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.116181