• 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