Title :
Covariance structures for multidimensional data
Author :
Barton, Timothy A. ; Fuhrmann, Daniel R.
Author_Institution :
Dept. of Electr. Eng., Washington Univ., St. Louis, MO, USA
Abstract :
A notation for describing covariance structures for a wide class of signal processing problems is established. The goal is the development of an organized notation and a general framework for the discussion of problems that involve multidimensional data and structured covariances under a complex Gaussian model. These structures are used as constraint sets for covariance matrices of naturally multidimensional data organized into column-vector form for signal processing applications. The structures involve a hierarchy of subblocks within the matrix and include block-circulant and block-Toeplitz matrices and their respective generalizations
Keywords :
constraint theory; matrix algebra; signal processing; block-Toeplitz matrices; block-circulant matrices; column-vector form; complex Gaussian model; constraint sets; covariance matrices; covariance structure notation; multidimensional data; signal processing problems; subblock hierarchy; Array signal processing; Covariance matrix; Geometry; Multidimensional signal processing; Multidimensional systems; Narrowband; Periodic structures; Random processes; Sensor arrays; Wideband;
Conference_Titel :
Signals, Systems and Computers, 1991. 1991 Conference Record of the Twenty-Fifth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-2470-1
DOI :
10.1109/ACSSC.1991.186460