Spherically Invariant Vector Random Fields in Space and Time

IEEE Transactions on Signal Processing (Impact Factor: 2.79). 01/2012; 59(12):5921 - 5929. DOI: 10.1109/TSP.2011.2166391
Source: IEEE Xplore


This paper is concerned with spherically invariant or elliptically contoured vector random fields in space and/or time, which are formulated as scale mixtures of vector Gaussian random fields. While a spherically invariant vector random field may or may not have second-order moments, a spherically invariant second-order vector random field is determined by its mean and covariance matrix functions, just like the Gaussian one. This paper explores basic properties of spherically invariant second-order vector random fields, and proposes an efficient approach to develop covariance matrix functions for such vector random fields.

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