A rank test based approach to order estimation. I. 2-D AR models application
In system identification and parametric spectral estimation by two-dimensional (2-D) autoregressive (AR) and 2-D autoregressive moving average (ARMA) models, the order selection problem is often required. In this correspondence, we show that the information of 2-D AR model order is implicitly contai...
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Veröffentlicht in: | IEEE transactions on signal processing 1999-07, Vol.47 (7), p.2069-2072 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In system identification and parametric spectral estimation by two-dimensional (2-D) autoregressive (AR) and 2-D autoregressive moving average (ARMA) models, the order selection problem is often required. In this correspondence, we show that the information of 2-D AR model order is implicitly contained in a correlation matrix. An algorithm for 2-D quarter-plane AR model order determination is proposed. Numerical simulations are presented to show the efficiency of the proposed singular value decomposition (SVD) based algorithm. |
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ISSN: | 1053-587X 1941-0476 |
DOI: | 10.1109/78.771062 |