Title :
On the estimation of two-dimensional moving average parameters
Author_Institution :
Changcheng Inst. of Metrol. & Meas., Beijing, China
fDate :
10/1/1991 12:00:00 AM
Abstract :
The authors address the estimation problem of moving average (MA) parameters of a 2D autoregressive moving average (ARMA) model. The problem is equivalent to solving a set of overdetermined 2D transcendental equations. Based on some extensions of the Newton-Raphson method, an iterative algorithm is proposed for estimating 2D MA parameters. The performance of the algorithm is demonstrated by a numerical example. For 2D sinusoids in white noise spatial series, some interesting features of 2D ARMA modeling are observed
Keywords :
iterative methods; parameter estimation; signal processing; statistical analysis; 2D ARMA model; 2D MA parameter estimation; 2D sinusoids; Newton-Raphson method; autoregressive moving average; iterative algorithm; spectral estimation; white noise spatial series; Autoregressive processes; Equations; Iterative algorithms; Newton method; Radar signal processing; Signal processing algorithms; Signal resolution; Sonar; Spatial resolution; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
