Sampling of multidimensional gaussian processes

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1 Scopus citations

Abstract

The statistical description of the Sampling Reconstruction Procedure (SRP) of multidimensional Gaussian process was discussed when the number of samples is limited. In order to determine the optimal reconstruction function and to calculate the minimum error reconstruction classical conditional mean rule is applied. Two type of linear system are taken into consideration: first is the series system and the second is the parallel systems. In the series system the statistical dependence between vector components exists automatically.

Original languageEnglish
Title of host publicationFifth International Kharkov Symposium on Physics and Engineering of Microwaves, Millimeter, and Submillimeter Waves - Symposium Proceedings, MSMW'04
EditorsA. Kostenko, A.I. Nosich, V.F. Yakovenko
Pages256-258
Number of pages3
StatePublished - 2004
Externally publishedYes
EventFifth International Kharkov Symposium on Physics and Engineering of Microwaves, Millimeter, and Submillimeter Waves - Symposium Proceedings, MSMW'04 - Kharkov, Ukraine
Duration: 21 Jun 200426 Jun 2004

Publication series

NameFifth International Kharkov Symposium on Physics and Engineering of Microwaves, Millimeter, and Submillimeter Waves - Symposium Proceedings, MSMW'04
Volume1

Conference

ConferenceFifth International Kharkov Symposium on Physics and Engineering of Microwaves, Millimeter, and Submillimeter Waves - Symposium Proceedings, MSMW'04
Country/TerritoryUkraine
CityKharkov
Period21/06/0426/06/04

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