DocumentCode :
1141603
Title :
Necessary and sufficient conditions on the parameters of 1-D Gaussian Markov processes
Author :
Lakshmanan, Sridhar ; Derin, Haluk
Author_Institution :
Dept. of Electr. & Comput. Eng., Michigan Univ., Dearborn, MI, USA
Volume :
40
Issue :
5
fYear :
1992
fDate :
5/1/1992 12:00:00 AM
Firstpage :
1266
Lastpage :
1271
Abstract :
The valid parameter space of infinite- and finite-length (1-D noncausal) Gaussian Markov (GM) processes is investigated. For the infinite-length process, the authors show that the valid parameter space admits a simple description. The procedure the authors present to obtain such a description is readily implementable for any order process. The authors apply this procedure to a nontrivial special class, namely, the second-order 1-D GM processes. The authors obtain a simple and complete description of the valid parameter space for this class, which they observe to be considerably larger than the one implied by the previously known sufficient condition. For the finite-length process, it is shown that the valid parameter space does not admit a simple description. The set of conditions for the infinite-length process, however, serves as a good set of sufficient conditions for the finite-length case. The results readily apply to 2-D Gaussian Markov random fields (GMRFs) with a separable autocorrelation
Keywords :
Markov processes; 1-D Gaussian Markov processes; 1-D noncausal process; 2-D Gaussian Markov random fields; finite-length process; infinite-length process; necessary conditions; parameter space; second order processes; separable autocorrelation; sufficient conditions; Autocorrelation; Markov processes; Nonlinear equations; Polynomials; Sufficient conditions;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.134491
Filename :
134491
Link To Document :
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