DocumentCode
829986
Title
Extension of the Schur-Cohn stability test for 2-D AR quarter-plane model
Author
Alata, Olivier ; Najim, Mohamed ; Ramananjarasoa, Clarisse ; Turcu, Flavius
Author_Institution
IRCOM-SIC, Chasseneuil, France
Volume
49
Issue
11
fYear
2003
Firstpage
3099
Lastpage
3106
Abstract
The Schur-Cohn test plays an essential role in checking the stability of one-dimensional (1D) random processes such as autoregressive (AR) models, via the so-called reflection coefficients, partial correlations, or Schur-Szego coefficients. In the context of two-dimensional (2D) random field modeling, one of the authors recently proposed a 2D AR quarter-plane model representation using 2D reflection coefficients estimated by a fast recursive adaptive algorithm. Based on such 2D reflection coefficients, we can therefore derive two necessary stability conditions for a 2D AR quarter-plane model. One of these conditions can be considered as an extension of the Schur-Cohn stability criterion based on the 2D reflection coefficients.
Keywords
adaptive estimation; autoregressive processes; random processes; recursive estimation; stability; 2D AR quarter-plane model; 2D random field modeling; 2D reflection coefficients; AR quarter-plane model representation; Schur-Cohn stability criterion extension; autoregressive models; recursive adaptive estimation; two-dimensional random field modeling; Adaptive algorithm; Context modeling; Filters; Polynomials; Quadratic programming; Random processes; Recursive estimation; Reflection; Stability criteria; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2003.819338
Filename
1246037
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