Properties of Separable Covariance Matrices and Their Associated Gaussian Random Processes
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Publication:3677007
DOI10.1109/TPAMI.1984.4767580zbMath0563.62071WikidataQ84832719 ScholiaQ84832719MaRDI QIDQ3677007
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Publication date: 1984
Published in: IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)
divergenceKronecker productlinear predictiondirect productseparable covariance matricesmaximum likelihood spectral estimatestwo- dimensional stationary random fieldstwo-dimensional correlationtwo-dimensional Gaussian random processes
Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)
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