DocumentCode
2566575
Title
Reciprocal fields: A model for random fields pinned to two boundaries
Author
Vats, Divyanshu ; Moura, José M F
Author_Institution
Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
fYear
2010
fDate
15-17 Dec. 2010
Firstpage
942
Lastpage
947
Abstract
We define reciprocal fields as a model for random fields pinned to two boundaries, an example of which is the temperature distribution of a thick pipe with appropriate boundary conditions on the inside and outside wall. Previous studies of models for random fields have been restricted to fields pinned to one boundary, called Markov random fields. Our key contribution is to derive from the reciprocal field (pinned to a two boundary hypersurfaces) a statistically equivalent Markov random field (pinned to a one boundary hypersurface). Going from the reciprocal field to a Markov random field is accomplished by an Origami type folding of the index set of the reciprocal field. This allows the use of known tools for Markov random fields to reciprocal fields. As an example, we derive recursive representations and recursive estimators for reciprocal fields that initiate at the two boundaries of a reciprocal field and telescope to any appropriate hypersurface between the two boundaries.
Keywords
Markov processes; Markov random fields; boundary conditions; boundary hypersurface; reciprocal fields; recursive estimators; recursive representations; temperature distribution; thick pipe; Algebra; Boundary conditions; Indexes; Markov processes; Random processes; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location
Atlanta, GA
ISSN
0743-1546
Print_ISBN
978-1-4244-7745-6
Type
conf
DOI
10.1109/CDC.2010.5717098
Filename
5717098
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