Title :
2D-recursive stochastic realization of discrete Gaussian Markov fields: the homogeneous case on a spheric domain
Author :
Carravetta, Francesco
Author_Institution :
Ist. A. Ruberti di Analisi dei Sist. ed Inf. (IASI), Consiglio Naz. delle Ric., Rome, Italy
Abstract :
A 2D-stochastic realization is obtained for an homogeneous discrete Gaussian Markov-field in two dimensions. In specific, it is shown that the Markov field at issue can be represented as the (unique) pathwise solution of a stochastic system in two dimension, whose input is a locally-correlated `forcing-noise´. The result is obtained for Markov-fields `living´ on a spheric domain, which allows to simplify the treatment of the subject, nevertheless being not really restrictive with respect to the more `natural´ case of a rectangular domain.
Keywords :
Gaussian processes; Markov processes; recursive estimation; 2D-recursive stochastic realization; discrete Gaussian Markov fields; locally-correlated forcing-noise; spheric domain; Books; Differential equations; Image processing; Marine vehicles; Markov processes; Partial differential equations; Poisson equations; Stochastic processes; Stochastic systems; Stress;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400880
