The reconstruction of Gaussian processes realizations with an arbitrary set of samples

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Resumen

The method of the reconstruction of Gaussian processes realizations based on the Conditional Mean Rule is described. The optimal reconstruction algorithms of stationary and non stationary processes are considered. In result of the investigation, two principal characteristics (the reconstruction function and the error reconstruction function) are obtained for all variants of processes. There are two features of studied algorithms: the reconstruction function is a linear function of samples and the error reconstruction function does not depend on the values of samples. These features are valid for the sampling- reconstruction procedure of Gaussian processes only.

Idioma originalInglés
Título de la publicación alojadaRecent Researches in Telecommunications, Informatics, Electronics and Signal Processing - TELE-INFO'11, MINO'11, SIP'11
Páginas120-125
Número de páginas6
EstadoPublicada - 2011
Evento10th WSEAS International Conf. on Telecommunications and Informatics, TELE-INFO'11, 10th WSEAS International Conference on Microelectronics, Nanoelectronics, Optoelectronics, MINO'11, 10th WSEAS International Conference on Signal Processing, SIP'11 - Lanzarote, Canary Islands, Espana
Duración: 27 may. 201129 may. 2011

Serie de la publicación

NombreRecent Researches in Telecommunications, Informatics, Electronics and Signal Processing - TELE-INFO'11, MINO'11, SIP'11

Conferencia

Conferencia10th WSEAS International Conf. on Telecommunications and Informatics, TELE-INFO'11, 10th WSEAS International Conference on Microelectronics, Nanoelectronics, Optoelectronics, MINO'11, 10th WSEAS International Conference on Signal Processing, SIP'11
País/TerritorioEspana
CiudadLanzarote, Canary Islands
Período27/05/1129/05/11

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