Covariance Matrices for Second-Order Vector Random Fields in Space and Time

@article{Ma2011CovarianceMF,
  title={Covariance Matrices for Second-Order Vector Random Fields in Space and Time},
  author={Chunsheng Ma},
  journal={IEEE Transactions on Signal Processing},
  year={2011},
  volume={59},
  pages={2160-2168}
}
This paper deals with vector (or multivariate) random fields in space and/or time with second-order moments, for which a framework is needed for specifying not only the properties of each component but also the possible cross relationships among the components. We derive basic properties of the covariance matrix function of the vector random field and propose three approaches to construct covariance matrix functions for Gaussian or non-Gaussian random fields. The first approach is to take… CONTINUE READING

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