The covariance matrices at any shift of a linearly filtered nonstationary white vector process are derived. Whereas each component of the vector process is assumed to be spatially uncorrelated, there is a nonzero covariance between any pair of components at any single pixel of the spatial grid where the process is defined.
Covariance of linear-filtered nonstationary white vector noise
Salerno E
2008
Abstract
The covariance matrices at any shift of a linearly filtered nonstationary white vector process are derived. Whereas each component of the vector process is assumed to be spatially uncorrelated, there is a nonzero covariance between any pair of components at any single pixel of the spatial grid where the process is defined.File in questo prodotto:
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Descrizione: Covariance of linear-filtered nonstationary white vector noise
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