Three-dimensional fast algorithm solution for octant-based three-dimensional Yule-Walker equations

Author

Liew, Jiseok ; Marple, S. Lawrence, Jr.

Author_Institution

Sch. of Electr. Eng. & Comput. Sci., Oregon State Univ., Corvallis, OR, USA

Volume

2

fYear

2005

fDate

18-23 March 2005

Abstract

The paper presents an extension of the solution for two-dimensional (2D) Yule-Walker equations, useful for linear prediction (LP) parameter estimation, to the three-dimensional (3D) case. The resulting fast recursive 3D algorithm has a significant computational advantage over the direct solution of the 3D Yule-Walker equations because it exploits the triply-Toeplitz structure.

Keywords

Toeplitz matrices; autoregressive processes; computational complexity; filtering theory; parameter estimation; recursive estimation; 2D Yule-Walker equations; 3D Yule-Walker equations; 3D autoregressive process; 3D linear shift-invariant filter; 3D white noise sequence; Toeplitz block matrices; computational complexity; fast recursive 3D algorithm; linear prediction parameter estimation; octant-based three-dimensional Yule-Walker equations; three-dimensional autoregressive parameter matrices; three-dimensional fast algorithm solution; triply-Toeplitz structure; Autocorrelation; Autoregressive processes; Computer science; Equations; Nonlinear filters; Parameter estimation; Recursive estimation; Two dimensional displays; USA Councils; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on

ISSN

1520-6149

Print_ISBN

0-7803-8874-7

Type

conf

DOI

10.1109/ICASSP.2005.1415548

Filename

1415548