Title :
High resolution two-dimensional ARMA spectral estimation
Author :
Zhang, Xian-Da ; Cheng, Jie
Author_Institution :
Changcheng Inst. of Metrol. & Meas., Beijiing, China
fDate :
3/1/1991 12:00:00 AM
Abstract :
The authors present a practical algorithm for estimating the power spectrum of a 2-D homogeneous random field based on 2-D autoregressive moving average (ARMA) modeling. This algorithm is a two-step approach: first, the AR parameters are estimated by solving a version of the 2-D modified Yule-Walker equation, for which some existing efficient algorithms are available; then the MA spectrum parameters are obtained by simple computations. The potential capability and the high-resolution performance of the algorithm are demonstrated by using some numerical examples
Keywords :
parameter estimation; spectral analysis; 2-D homogeneous random field; ARMA spectral estimation; Yule-Walker equation; autoregressive moving average; high-resolution performance; power spectrum; Autoregressive processes; Equations; Iterative algorithms; Metrology; Minimization methods; Nonlinear distortion; Predictive models; Signal processing algorithms; Two dimensional displays; Yield estimation;
Journal_Title :
Signal Processing, IEEE Transactions on
