Sampling and Reconstruction of Sum Realizations of Two Gaussian Processes with Different Covariance Functions

Vladimir Kazakov, Irasema Perales Hernández

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Using the rule of conditional mathematical expectation, the sampling and reconstruction procedure of the sum of two random Gaussian processes with different covariance functions is carried out, the results obtained in the reconstruction error function are shown when considering, or not, the covariance between the processes.

Original languageEnglish
Title of host publication2021 IEEE International Summer Power Meeting/International Meeting on Communications and Computing, RVP-AI/ROC and C 2021
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781665494595
DOIs
StatePublished - 2021
Event2021 IEEE International Summer Power Meeting/International Meeting on Communications and Computing, RVP-AI/ROC and C 2021 - Acapulco, Mexico
Duration: 14 Nov 202118 Nov 2021

Publication series

Name2021 IEEE International Summer Power Meeting/International Meeting on Communications and Computing, RVP-AI/ROC and C 2021

Conference

Conference2021 IEEE International Summer Power Meeting/International Meeting on Communications and Computing, RVP-AI/ROC and C 2021
Country/TerritoryMexico
CityAcapulco
Period14/11/2118/11/21

Keywords

  • Muestreo
  • función de covarianza
  • procesos gaussianos
  • reconstrucción
  • suma de procesos

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