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Covariance matrices for second-order vector random fields in space and time

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dc.contributor.author Ma, Chunsheng en_US
dc.date.accessioned 2011-12-20T23:06:20Z
dc.date.available 2011-12-20T23:06:20Z
dc.date.issued 2011-05-01 en_US
dc.identifier.citation Chunsheng Ma; , "Covariance Matrices for Second-Order Vector Random Fields in Space and Time," Signal Processing, IEEE Transactions on , vol.59, no.5, pp.2160-2168, May 2011 doi: 10.1109/TSP.2011.2112651 en_US
dc.identifier.issn 1053-587X en_US
dc.identifier.uri http://dx.doi.org/10.1109/TSP.2011.2112651 en_US
dc.identifier.uri http://hdl.handle.net/10057/4058
dc.description The full text of this article is not available on SOAR. WSU users can access the article via IEEE Xplore database licensed by University Libraries: http://libcat.wichita.edu/vwebv/holdingsInfo?bibId=1045954 en_US
dc.description.abstract This paper deals with vector (or multivariate) random fields in space and/or time with second-order moments, for which a framework is needed for specifying not only the properties of each component but also the possible cross relationships among the components. We derive basic properties of the covariance matrix function of the vector random field and propose three approaches to construct covariance matrix functions for Gaussian or non-Gaussian random fields. The first approach is to take derivatives of a univariate covariance function, the second one is to work on the univariate random field whose index domain is in a higher dimension and the third one is based on the scale mixture of separable spatio-temporal covariance matrix functions. To illustrate these methods, many parametric or semiparametric examples are formulated. en_US
dc.language.iso en_US en_US
dc.publisher IEEE en_US
dc.relation.ispartofseries Signal Processing, IEEE Transactions on , vol.59, no.5, pp.2160-2168 en_US
dc.subject Atmospheric measurements en_US
dc.subject Atmospheric modeling en_US
dc.subject Correlation en_US
dc.subject Covariance matrix en_US
dc.subject Indexes en_US
dc.subject Symmetric matrices en_US
dc.subject Time series analysis en_US
dc.title Covariance matrices for second-order vector random fields in space and time en_US
dc.type Article en_US
dc.description.version Peer reviewed article en_US
dc.rights.holder © IEEE,2011 en_US

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