On a wold-like decomposition of 2-D discrete random fields

Joseph M. Francos, A. Zvi Meiri, Boaz Porat

Research output: Contribution to journalConference articlepeer-review

7 Scopus citations

Abstract

Imposing a total-order on a two-dimensional discrete homogeneous random field induces an orthogonal decomposition of the random field into two components: a purely indeterministic field and a deterministic one. The purely indeterministic component is shown to have a two-dimensional white-innovations driven MA representation. The two-dimensional deterministic random field can be perfectly predicted from the field's past samples. This field is further orthogonally decomposed into a purely deterministic field that represents the remote past of the field and can thus be perfectly predicted given enough arbitrarily located data samples, and an evanescent component. The evanescent component can be further decomposed into a remote columnwise past component and a column-to-column renewal field.

Original languageEnglish
Pages (from-to)2695-2698
Number of pages4
JournalProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume5
StatePublished - 1 Dec 1990
Externally publishedYes
Event1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5) - Albuquerque, New Mexico, USA
Duration: 3 Apr 19906 Apr 1990

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