• 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