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
Hauptverfasser: Aksasse, B., Badidi, L., Radouane, L.
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.
ISSN:1053-587X
1941-0476
DOI:10.1109/78.771062