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Orthogonal decompositions of 2-D nonhomogeneous discrete random fields
Authors:Joseph M. Francos  Boaz Porat  A. Zvi Meiri
Affiliation:(1) Electrical and Computer Engineering Department, Ben-Gurion University, 84105 Beer-Sheva, Israel;(2) Electrical Engineering Department, Technion-Israel Institute of Technology, 32000 Haifa, Israel;(3) Elscint, P.O. Box 550, 31004 Haifa, Israel
Abstract:Imposing atotal-order on a two-dimensional (2-D) discrete random field induces an orthogonal decomposition of the random field into two components: Apurely-indeterministic field and adeterministic one. The purely-indeterministic component is shown to have a 2-D white-innovations driven moving-average representation. The 2-D deterministic random field can be perfectly predicted from the field's ldquopastrdquo with respect to the imposed total-order definition. The deterministic field is further orthogonally decomposed into anevanescent field, and aremote past field. The evanescent field is generated by the columnto-column innovations of the deterministic field with respect to the imposed nonsymmetrical-half-plane total-ordering definition. The presented decomposition can be obtained with respect to any nonsymmetrical-half-plane total-ordering definition, for which the nonsymmetrical-half-plane boundary line has rational slope.
Keywords:Two-dimensional (2-D) nonhomogeneous random fields  Total-order  Wold decomposition  Purely-indeterministic random fields  Deterministic random fields  Evanescent random fields
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