Abstract--A 2-D-stochastic realization is obtained for an homogeneous discrete Gaussian Markov-field in two dimensions. In specific, it is shown that such Markov fields can be represented as the (unique) pathwise solution of a 2-D-recursive system of equations, with a locally-correlated "forcing-noise." The idea of stochastic "dynamic" system in two dimensions gets realized this way. Two types of domain are considered: spheric and rectangular.

2-D-Recursive Modelling of Homogeneous Discrete Gaussian Markov Fields

Carravetta F
2011

Abstract

Abstract--A 2-D-stochastic realization is obtained for an homogeneous discrete Gaussian Markov-field in two dimensions. In specific, it is shown that such Markov fields can be represented as the (unique) pathwise solution of a 2-D-recursive system of equations, with a locally-correlated "forcing-noise." The idea of stochastic "dynamic" system in two dimensions gets realized this way. Two types of domain are considered: spheric and rectangular.
2011
Istituto di Analisi dei Sistemi ed Informatica ''Antonio Ruberti'' - IASI
Modeling
realization theory
stochastic fields
stochastic systems.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/157642
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