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Next: Covariance of the Smoothed Up: tr00mj3 Previous: tr00mj3

Introduction

The task is to find a statistic that will estimate the smoothing parameters of a Gaussian Random Field. Such a field can be constructed by taking an uncorrelated, zero-mean (white-noise) field, $F_W$, and smoothing it spatially with a Gaussian filter. That is, the smoothed field $F_S$ is given by:

\begin{displaymath}
F_S(\ensuremath{\mathbf{x}}) = G(\ensuremath{\mathbf{x}}) \o...
...f{p}}) F_W(\ensuremath{\mathbf{p}}) \, d\ensuremath{\mathbf{p}}\end{displaymath} (1)

where $\otimes$ denotes convolution and
$\displaystyle G(\ensuremath{\mathbf{x}})$ $\textstyle =$ $\displaystyle G_{\sigma_x}(x) \, G_{\sigma_y}(y) \, G_{\sigma_z}(z)$ (2)
$\displaystyle G_\sigma(x)$ $\textstyle =$ $\displaystyle \frac{1}{\sqrt{2\pi \sigma^2}} \exp(\frac{- x^2}{2 \sigma^2})$ (3)

is the spatial filter. Note that all integrals in this report are definite integrals over all space (that is, from $-\infty$ to $+\infty$ in 1D).

In addition, the auto-correlation of $F_W$ is:

\begin{displaymath}
E\{ F_W(\ensuremath{\mathbf{x_1}}) F_W(\ensuremath{\mathbf{x...
...= \delta(\ensuremath{\mathbf{x_1}}- \ensuremath{\mathbf{x_2}})
\end{displaymath} (4)

where $\delta(\cdots )$ is the Dirac delta function.



Mark Jenkinson 2001-11-07