DocumentCode
3055710
Title
The algebraic inversion of 2-D autoregressive power spectra with applications to spectral estimation
Author
Marzetta, Thomas L.
Author_Institution
Schlumberger-Doll Research, Ridgefield, CT
Volume
7
fYear
1982
fDate
30072
Firstpage
133
Lastpage
135
Abstract
Some recent results concerning the evaluation of autocorrelation functions associated with 2-D autoregressive (AR) spectra are reviewed. In contrast to the 1-D case, 2-D AR autocorrelation functions can, in general, only be evaluated by means of a numerical integration. However, if the minimum-phase whitening filter for the AR process has finite reflection coefficient support, then the autocorrelation function can be evaluated algebraically, either by means of a "backward" 2-D Levinson algorithm, or by means of a partial fraction expansion. The special properties of 2-D AR spectra of this class make them potentially useful in the problem of finding correlation-matching spectral estimates. The possibility of performing 2-D covariance extension by fitting AR models with finite reflection coefficient Support iS partially explored.
Keywords
Autocorrelation; Closed-form solution; Displays; Nonlinear filters; Random processes; Reflection; Wiener filter;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '82.
Type
conf
DOI
10.1109/ICASSP.1982.1171698
Filename
1171698
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