Minimum Eigenvalue Based 3-D AR Model Order Selection
This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum descr...
Gespeichert in:
Hauptverfasser: | , , , |
---|---|
Format: | Tagungsbericht |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext bestellen |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
container_end_page | 436 |
---|---|
container_issue | |
container_start_page | 431 |
container_title | |
container_volume | |
creator | Aksasse, B. Stitou, Y. Berthoumieu, Y. Najim, M. |
description | This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method |
doi_str_mv | 10.1109/SSP.2005.1628634 |
format | Conference Proceeding |
fullrecord | <record><control><sourceid>ieee_6IE</sourceid><recordid>TN_cdi_ieee_primary_1628634</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><ieee_id>1628634</ieee_id><sourcerecordid>1628634</sourcerecordid><originalsourceid>FETCH-LOGICAL-i90t-31d2e8a2840affaab86ead630681a586ce5ba7bee76fb7fcb652a262c6cb9d573</originalsourceid><addsrcrecordid>eNotj1tLw0AUhBcvYKl5F3zZP7Dx7H33sdZ6gZaK6XvZzZ7ISpJK0gr-ewN2GBj4BgaGkDsOJefgH6rqvRQAuuRGOCPVBZkJ4yWTWvNLUnjrYLL0CqS4mjppJYMJ3JBiHL9gktJKCZgRvcl97k4dXeVP7H9Ce0L6GEZMVLInuvigm0PClm6HhAOtsMX6mA_9LbluQjticc452T2vdstXtt6-vC0Xa5Y9HJnkSaALwikITRNCdAZDMhKM40E7U6OOwUZEa5pomzoaLYIwojZ19ElbOSf3_7MZEfffQ-7C8Ls_f5Z_lQJG7A</addsrcrecordid><sourcetype>Publisher</sourcetype><iscdi>true</iscdi><recordtype>conference_proceeding</recordtype></control><display><type>conference_proceeding</type><title>Minimum Eigenvalue Based 3-D AR Model Order Selection</title><source>IEEE Electronic Library (IEL) Conference Proceedings</source><creator>Aksasse, B. ; Stitou, Y. ; Berthoumieu, Y. ; Najim, M.</creator><creatorcontrib>Aksasse, B. ; Stitou, Y. ; Berthoumieu, Y. ; Najim, M.</creatorcontrib><description>This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method</description><identifier>ISSN: 2373-0803</identifier><identifier>ISBN: 9780780394032</identifier><identifier>ISBN: 0780394038</identifier><identifier>EISSN: 2693-3551</identifier><identifier>DOI: 10.1109/SSP.2005.1628634</identifier><language>eng</language><publisher>IEEE</publisher><subject>Covariance matrix ; Difference equations ; Eigenvalues and eigenfunctions ; Gaussian processes ; Multidimensional systems ; Numerical simulation ; Parameter estimation ; Signal analysis ; Singular value decomposition ; White noise</subject><ispartof>IEEE/SP 13th Workshop on Statistical Signal Processing, 2005, 2005, p.431-436</ispartof><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/1628634$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>309,310,780,784,789,790,2056,4048,4049,27924,54919</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/1628634$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc></links><search><creatorcontrib>Aksasse, B.</creatorcontrib><creatorcontrib>Stitou, Y.</creatorcontrib><creatorcontrib>Berthoumieu, Y.</creatorcontrib><creatorcontrib>Najim, M.</creatorcontrib><title>Minimum Eigenvalue Based 3-D AR Model Order Selection</title><title>IEEE/SP 13th Workshop on Statistical Signal Processing, 2005</title><addtitle>SSP</addtitle><description>This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method</description><subject>Covariance matrix</subject><subject>Difference equations</subject><subject>Eigenvalues and eigenfunctions</subject><subject>Gaussian processes</subject><subject>Multidimensional systems</subject><subject>Numerical simulation</subject><subject>Parameter estimation</subject><subject>Signal analysis</subject><subject>Singular value decomposition</subject><subject>White noise</subject><issn>2373-0803</issn><issn>2693-3551</issn><isbn>9780780394032</isbn><isbn>0780394038</isbn><fulltext>true</fulltext><rsrctype>conference_proceeding</rsrctype><creationdate>2005</creationdate><recordtype>conference_proceeding</recordtype><sourceid>6IE</sourceid><sourceid>RIE</sourceid><recordid>eNotj1tLw0AUhBcvYKl5F3zZP7Dx7H33sdZ6gZaK6XvZzZ7ISpJK0gr-ewN2GBj4BgaGkDsOJefgH6rqvRQAuuRGOCPVBZkJ4yWTWvNLUnjrYLL0CqS4mjppJYMJ3JBiHL9gktJKCZgRvcl97k4dXeVP7H9Ce0L6GEZMVLInuvigm0PClm6HhAOtsMX6mA_9LbluQjticc452T2vdstXtt6-vC0Xa5Y9HJnkSaALwikITRNCdAZDMhKM40E7U6OOwUZEa5pomzoaLYIwojZ19ElbOSf3_7MZEfffQ-7C8Ls_f5Z_lQJG7A</recordid><startdate>2005</startdate><enddate>2005</enddate><creator>Aksasse, B.</creator><creator>Stitou, Y.</creator><creator>Berthoumieu, Y.</creator><creator>Najim, M.</creator><general>IEEE</general><scope>6IE</scope><scope>6IL</scope><scope>CBEJK</scope><scope>RIE</scope><scope>RIL</scope></search><sort><creationdate>2005</creationdate><title>Minimum Eigenvalue Based 3-D AR Model Order Selection</title><author>Aksasse, B. ; Stitou, Y. ; Berthoumieu, Y. ; Najim, M.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-i90t-31d2e8a2840affaab86ead630681a586ce5ba7bee76fb7fcb652a262c6cb9d573</frbrgroupid><rsrctype>conference_proceedings</rsrctype><prefilter>conference_proceedings</prefilter><language>eng</language><creationdate>2005</creationdate><topic>Covariance matrix</topic><topic>Difference equations</topic><topic>Eigenvalues and eigenfunctions</topic><topic>Gaussian processes</topic><topic>Multidimensional systems</topic><topic>Numerical simulation</topic><topic>Parameter estimation</topic><topic>Signal analysis</topic><topic>Singular value decomposition</topic><topic>White noise</topic><toplevel>online_resources</toplevel><creatorcontrib>Aksasse, B.</creatorcontrib><creatorcontrib>Stitou, Y.</creatorcontrib><creatorcontrib>Berthoumieu, Y.</creatorcontrib><creatorcontrib>Najim, M.</creatorcontrib><collection>IEEE Electronic Library (IEL) Conference Proceedings</collection><collection>IEEE Proceedings Order Plan All Online (POP All Online) 1998-present by volume</collection><collection>IEEE Xplore All Conference Proceedings</collection><collection>IEEE Electronic Library (IEL)</collection><collection>IEEE Proceedings Order Plans (POP All) 1998-Present</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Aksasse, B.</au><au>Stitou, Y.</au><au>Berthoumieu, Y.</au><au>Najim, M.</au><format>book</format><genre>proceeding</genre><ristype>CONF</ristype><atitle>Minimum Eigenvalue Based 3-D AR Model Order Selection</atitle><btitle>IEEE/SP 13th Workshop on Statistical Signal Processing, 2005</btitle><stitle>SSP</stitle><date>2005</date><risdate>2005</risdate><spage>431</spage><epage>436</epage><pages>431-436</pages><issn>2373-0803</issn><eissn>2693-3551</eissn><isbn>9780780394032</isbn><isbn>0780394038</isbn><abstract>This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method</abstract><pub>IEEE</pub><doi>10.1109/SSP.2005.1628634</doi><tpages>6</tpages></addata></record> |
fulltext | fulltext_linktorsrc |
identifier | ISSN: 2373-0803 |
ispartof | IEEE/SP 13th Workshop on Statistical Signal Processing, 2005, 2005, p.431-436 |
issn | 2373-0803 2693-3551 |
language | eng |
recordid | cdi_ieee_primary_1628634 |
source | IEEE Electronic Library (IEL) Conference Proceedings |
subjects | Covariance matrix Difference equations Eigenvalues and eigenfunctions Gaussian processes Multidimensional systems Numerical simulation Parameter estimation Signal analysis Singular value decomposition White noise |
title | Minimum Eigenvalue Based 3-D AR Model Order Selection |
url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-11T16%3A58%3A44IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-ieee_6IE&rft_val_fmt=info:ofi/fmt:kev:mtx:book&rft.genre=proceeding&rft.atitle=Minimum%20Eigenvalue%20Based%203-D%20AR%20Model%20Order%20Selection&rft.btitle=IEEE/SP%2013th%20Workshop%20on%20Statistical%20Signal%20Processing,%202005&rft.au=Aksasse,%20B.&rft.date=2005&rft.spage=431&rft.epage=436&rft.pages=431-436&rft.issn=2373-0803&rft.eissn=2693-3551&rft.isbn=9780780394032&rft.isbn_list=0780394038&rft_id=info:doi/10.1109/SSP.2005.1628634&rft_dat=%3Cieee_6IE%3E1628634%3C/ieee_6IE%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rft_ieee_id=1628634&rfr_iscdi=true |