
Accession Number : ADA116959
Title : Some Vibrating Membrane Equations for the Linear Estimation of TwoDimensional Isotropic Random Fields,
Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS
Personal Author(s) : Levy,Bernard C ; Tsitsiklis,John N
PDF Url : ADA116959
Report Date : Mar 1982
Pagination or Media Count : 39
Abstract : This paper considers the problem of estimating a twodimensional isotropic random field given some noisy observations of this field over a disk of finite radius. By expanding the field and observations in Fourier series, and exploiting the covariance structure of the resulting Fourier coefficient processes, some vibrating equations are obtained for estimating the random field. These equations provide a set of recursions for constructing the field estimates as the radius of the observation disk increases. In the spectral domain, these recursions take the form of Schrodinger equations which can be viewed as being associated to an inverse scattering problem. (Author)
Descriptors : *Fourier series, *Recursive functions, Random vibration, Covariance, Observation, Coefficients, Estimates, Two dimensional, Schrodinger equation, Expansion, Isotropism, Equations, Inverse scattering
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE