Some contributions on the characterization of one-dimensional spatial processes

DOI10.1016/0020-0255(90)90040-HMaRDI QIDQ753259zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1990

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(90)90040-h

zbMATH Keywords

continuous ARMA modeldirectional properties of surface profilesrational factorizationssignal processingspatial process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Review text

In spatial signal processing a two-sided impulse response often occurs, i.e. a process y(s) has the representation \[ y(s)=\int^{\infty}_{- \infty}I(u)z(s-u)du, \] where z(s) is a continuous white noise and I(u) is a two-sided impulse response (IR) function. Expressions for two-sided IR functions corresponding to various rational factorizations of the spectral density functions of continuous ARMA(p,q) models are derived in the paper. However, space dependent systems usually require the IR function to be continuous. With the restriction on the continuity of IR at the origin, some models (e.g. continuous AR(1) or ARMA(2,1) models) are found not to be admissible for representation of space series. Possible applications to discern directional properties of surface profiles are mentioned.

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Cites work

• Bayesian Methods in Nonlinear Digital Image Restoration
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3181511 (Why is no real title available?)
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Cited in

(1)

• Some restrictions of the non-causal impulse response functions

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