Title :
A rank test based approach to order estimation. I. 2-D AR models application
Author :
Aksasse, Brahim ; Badidi, Lahsen ; Radouane, Larbi
Author_Institution :
Dept. de Phys., LESSI, Fez, Morocco
fDate :
7/1/1999 12:00:00 AM
Abstract :
In system identification and parametric spectral estimation by two-dimensional (2-D) autoregressive (AR) and 2-D autoregressive moving average (ARMA) models, the order selection problem is often required. In this correspondence, we show that the information of 2-D AR model order is implicitly contained in a correlation matrix. An algorithm for 2-D quarter-plane AR model order determination is proposed. Numerical simulations are presented to show the efficiency of the proposed singular value decomposition (SVD) based algorithm
Keywords :
autoregressive moving average processes; correlation methods; estimation theory; identification; matrix algebra; signal processing; singular value decomposition; 2-D AR models application; 2-D autoregressive models; 2-D autoregressive moving average models; 2-D quarter-plane AR model order determination; ARMA model; SVD; correlation matrix; order estimation; order selection problem; parametric spectral estimation; rank test based approach; singular value decomposition; system identification; Autoregressive processes; Image storage; Matrix decomposition; Parameter estimation; Quadratic programming; Radar signal processing; Signal processing algorithms; System identification; Testing; Two dimensional displays;
Journal_Title :
Signal Processing, IEEE Transactions on
