Planar-temporal stationary correlation models that depend on the maximum norm
Ma, Chunsheng
Ma, Chunsheng
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Ma, Chunsheng
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2007-03
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Article
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Keywords
Correlation function, covariance, Fourier transform, isotropic, power-law decay, spectral density, stationary.,Correlation function,Covariance,Fourier transform,Isotropic,Power-law decay,Spectral density,Stationary
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Citation
Ma, Chunsheng (2007). "Planar-Temporal Stationary Correlation Models That Depend on the Maximum Norm." Signal Processing, IEEE Transactions on 55(3): 889-896.
Abstract
It is useful to have various stochastic models to describe
a wide range of spatial or spatio-temporal dependence and
interaction. Two families of planar-temporal stationary correlation
functions are proposed in this paper, whose planar margins
are functions of the maximum norm on the plane. We formulate
each of these two families through a simple development base that
possesses a rational spectral density. The base for one family is
the linear combination of two separable planar-temporal correlation
models, while there seems to be no easy interpretation for
the base of the other family. Each family is then generated by appropriately
randomizing the planar and temporal coordinates of
the base random field. One may treat each family as a semiparametric
model, whose permissible parameter domains are identified.
A common feature of the models developed is that they allow
for describing positive and negative correlations. Other properties
are also presented.
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IEEE
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IEEE Transactions on Signal Processing
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1053-587X