Reconstructing signals from noisy data with unknown signal and noise covariance

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 84, Issue 4, 2011, Pages

  Oppermann, Niels ^a   Robbers, Georg ^a   Enßlin, Torsten A ^a  

^a MAX PLANCK INSTITUT FÜR ASTROPHYSIK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN SIGNALS; LINEAR MEASUREMENTS; MINIMUM GIBBS FREE ENERGY; NOISE COVARIANCE; NOISY DATA; RECONSTRUCTION ALGORITHMS; SIGNAL COVARIANCE;

ASTROPHYSICS; GAUSSIAN NOISE (ELECTRONIC);

ALGORITHMS;

EID: 80054881151     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.84.041118     Document Type: Article

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14. Note that since our signal is real, the Fourier components associated with negative k -values do not contain additional degrees of freedom.