Title :
The evaluation of cross-correlation sequences for 2D ARMA processes [recursive filters]
Author :
Chyi Kwang ; Hwang, Chyi ; Tsay, Sun-Yuan
Author_Institution :
Dept. of Chem. Eng., Nat. Chung Cheng Univ., Chia-Yi, Taiwan
fDate :
8/1/1999 12:00:00 AM
Abstract :
This paper presents a general method of evaluating cross-correlation sequences and double-complex integrals for two-dimensional autoregressive moving average processes. The method is based on treating the rational-form integrand in a double-complex integral as a function of one complex variable, while its coefficients are functions in another complex variable. It involves solving a symbolic Diophantine equation with the Euclid algorithm and finding roots or performing spectral factorization, with respect to the unit circle for four one dimensional polynomials. To illustrate the proposed method, three examples are provided
Keywords :
autoregressive moving average processes; correlation theory; recursive filters; two-dimensional digital filters; 2D ARMA processes; Euclid algorithm; cross-correlation sequences; double-complex integrals; one dimensional polynomials; rational-form integrand; recursive filters; spectral factorization; symbolic Diophantine equation; unit circle; Associate members; Chemical engineering; Digital filters; Discrete Fourier transforms; Integral equations; Polynomials; Random processes; Transfer functions; Two dimensional displays; White noise;
Journal_Title :
Circuits and Systems II: Analog and Digital Signal Processing, IEEE Transactions on