Properties of separable covariance matrices and their associated gaussian random processes.
IEEE Trans Pattern Anal Mach Intell
; 6(5): 652-6, 1984 May.
Article
em En
| MEDLINE
| ID: mdl-21869235
ABSTRACT
A number of properties of separable covariance matrices are summarized. Expressions for the divergence of the corresponding two-dimensional Gaussian random processes are given in terms of row and column covariance matrices, and in terms of linear prediction parameters and maximum likelihood spectral estimates. Such time and frequency domain expressions are not widely known, even for one-dimensional random processes.
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Base de dados:
MEDLINE
Idioma:
En
Ano de publicação:
1984
Tipo de documento:
Article