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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Aksasse, B., Stitou, Y., Berthoumieu, Y., Najim, M.
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