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Spherically invariant vector random fields in space and time
Du, Juan Ma, Chunsheng
Du, Juan
Ma, Chunsheng
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2011-12
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Article
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Keywords
Covariance matrix,Linear matrix inequalities,Stochastic processes,Vectors
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Citation
Du, J.; Ma, C.; , "Spherically Invariant Vector Random Fields in Space and Time," Signal Processing, IEEE Transactions on , vol.59, no.12, pp.5921-5929, Dec. 2011 doi: 10.1109/TSP.2011.2166391
Abstract
This paper is concerned with spherically invariant or elliptically contoured vector random fields in space and/or time, which are formulated as scale mixtures of vector Gaussian random fields. While a spherically invariant vector random field may or may not have second-order moments, a spherically invariant second-order vector random field is determined by its mean and covariance matrix functions, just like the Gaussian one. This paper explores basic properties of spherically invariant second-order vector random fields, and proposes an efficient approach to develop covariance matrix functions for such vector random fields.
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IEEE
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IEEE Transactions on Signal Processing
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1053-587X