WSEAS Transactions on Signal Processing
Print ISSN: 1790-5052, E-ISSN: 2224-3488
Volume 12, 2016
The Overcome of a Priori Information Problem in Sampling-Reconstruction Procedures of Gaussian Process Realizations
Authors: , ,
Abstract: The case of the Sampling-Reconstruction Procedure of Gaussian process realizations is investigated when a priori information about some parameters of a given process is unknown. The general case with unknown expectation, variance and covariance function is considered. The unknown parameters are estimated on the base of the received set of samples. In result we have some adaptive algorithms. The method of the investigation is founded on the mathematical simulations. The results of the investigation demonstrate that the covariance function has the great influence on the main characteristics of the Sampling-Reconstruction Procedure. So the measurement of the covariance function is the most important operation in the adaptive algorithms.
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Pages: 10-15
WSEAS Transactions on Signal Processing, ISSN / E-ISSN: 1790-5052 / 2224-3488, Volume 12, 2016, Art. #2