Abstract-The correspondence addresses the intriguing question of which random models are equivalent to the discrete cosine transform (DCT) and discrete sine transform (DST). Common knowledge states that these transforms are asymptotically equivalent to first-order Gauss causal Markov random processes. We establish that the DCT and the DST are exactly equivalent to homogeneous one-dimensional (1-D) and two-dimensional (2-D) Gauss noncausal Markov random fields defined on finite lattices with appropriate boundary conditions.
I. INTRODUCTIONIn this correspondence, we establish the second-order equivalence between the discrete sine transform (DST) and the discrete cosine transform (DCT) and arbitrary order noncausal Gauss-Markov random fields (GMrf's) defined on a finite lattice. We prove this by showing that the DST and the DCT diagonalize the covariance matrix associated with these fields. Following [1], we work with the inverse of the covariance matrix, which is called the potential matrix, that is highly structured; for homogeneous noncausal GMrf's of arbitrary order, it is given by a Toeplitz canonical matrix plus a boundary matrix.Section II expresses the Toeplitz component of the potential matrix as matrix polynomials that are diagonalizable by either the DST or the DCT plus a perturbation matrix. Section III shows that for a given arbitrary order one-dimensional (1-D) GMrf, particular choices of boundary conditions (bc's) lead to a boundary matrix that cancels the perturbation term in the expansion of the Toeplitz canonical matrix. The final result is then an overall potential matrix that is Manuscript received September 24, 1996; revised March 6, 1998. This work was supported in part by DARPA under Grant DABT 63-98-1-0004. The work of M. G. S. Bruno was also supported in part by CNPq-Brazil. The associate editor coordinating the review of this paper and approving it for publication was Dr. Jitendra K. Tugnait.The The coefficients j i are computed according to the recursion in Table I.The proof of Lemma II.1 is found in a technical report available from the authors.
III. DCT/DST AND 1-D GMRF'SWe establish the second-order equivalence between the DCT (or DST) and 1-D noncausal GMrf's by determining the GMrf's for which the DCT (or the DST) is their Karuhnen-Loève transform (KLT). We do this for arbitrary-order, finite-length, spatially homogeneous, noncausal GMrf's with appropriately chosen bc's.The KLT of a GMrf diagonalizes its covariance matrix and is determined by the eigenvectors of the GMrf covariance matrix. Finding this eigenstructure is, in general, hard because there is no direct parametrization of the GMrf covariance. Reference [1] shows, however, that for arbitrary-order GMrf's on finite lattices, the inverse of the covariance (the potential matrix) has a well-defined parametrized structure. We work with the potential matrix and use this parametrization to show when the DCT or the DST diagonalize the potential matrix, hence, the covariance matrix of the GMrf.Consider a zero-mean spatially homo...