1,611 research outputs found
Telescoping Recursive Representations and Estimation of Gauss-Markov Random Fields
We present \emph{telescoping} recursive representations for both continuous
and discrete indexed noncausal Gauss-Markov random fields. Our recursions start
at the boundary (a hypersurface in , ) and telescope inwards.
For example, for images, the telescoping representation reduce recursions from
to , i.e., to recursions on a single dimension. Under
appropriate conditions, the recursions for the random field are linear
stochastic differential/difference equations driven by white noise, for which
we derive recursive estimation algorithms, that extend standard algorithms,
like the Kalman-Bucy filter and the Rauch-Tung-Striebel smoother, to noncausal
Markov random fields.Comment: To appear in the Transactions on Information Theor
Blind channel identification based on second-order statistics: a frequency-domain approach
In this communication, necessary and sufficient conditions are presented for the unique blind identification of possibly nonminimum phase channels driven by cyclostationary processes. Using a frequency domain formulation, it is first shown that a channel can be identified by the second-order statistics of the observation if and only if the channel transfer function does not have special uniformly spaced zeros. This condition leads to several necessary and sufficient conditions on the observation spectra and the channel impulse response. Based on the frequency-domain formulation, a new identification algorithm is proposed
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