Title :
Parameter estimation of two-dimensional moving average random fields
Author :
Francos, Joseph M. ; Friedlander, Benjamin
Author_Institution :
Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
fDate :
8/1/1998 12:00:00 AM
Abstract :
This paper considers the problem of estimating the parameters of two-dimensional (2-D) moving average random (MA) fields. We first address the problem of expressing the covariance matrix of nonsymmetrical half-plane, noncausal, and quarter-plane MA random fields in terms of the model parameters. Assuming the random field is Gaussian, we derive a closed-form expression for the Cramer-Rao lower bound (CRLB) on the error variance in jointly estimating the model parameters. A computationally efficient algorithm for estimating the parameters of the MA model is developed. The algorithm initially fits a 2-D autoregressive model to the observed field and then uses the estimated parameters to compute the MA model. A maximum-likelihood algorithm for estimating the MA model parameters is also presented. The performance of the proposed algorithms is illustrated by Monte-Carlo simulations and is compared with the Cramer-Rao bound
Keywords :
Gaussian processes; covariance analysis; matrix algebra; maximum likelihood estimation; moving average processes; random processes; 2D autoregressive model; 2D moving average random fields; CRLB; Cramer-Rao lower bound; Gaussian random field; Monte-Carlo simulations; closed-form expression; computationally efficient algorithm; covariance matrix; error variance; maximum-likelihood algorithm; noncausal MA random fields; nonsymmetrical half-plane; parameter estimation; quarter-plane MA random fields; Algorithm design and analysis; Covariance matrix; Density functional theory; Dynamic range; Helium; Image restoration; Image segmentation; Maximum likelihood estimation; Parameter estimation; Two dimensional displays;
Journal_Title :
Signal Processing, IEEE Transactions on