Estimation of the 2-D ARMA model parameters based on the equivalent MA approach

被引：0
|
作者：
Kizilkaya, A. [1 ]
Yetis, C. M. [2 ]
Kayran, A. H. [2 ]
Seker, S. [3 ]
机构：
[1] Pamukkale Univ, Dept Elect & Elect Engn, Kinikli, Denizli, Turkey
[2] Istanbul Tech Univ, Dept Elect & Commun Engn, Istanbul, Turkey
[3] Istanbul Tech Univ, Dept Elect Engn, Istanbul, Turkey
来源：
PROCEEDINGS OF THE FOURTH IASTED INTERNATIONAL CONFERENCE ON CIRCUITS, SIGNALS, AND SYSTEMS | 2006年
关键词：
2-D ARMA model; quarter-plane region of support; 2-D equivalent MA model; parameter and spectral estimation;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model having a quarter-plane (QP) region of support (ROS) driven by an unobservable white noise process is addressed. For the solution of this problem, we have considered the relation between the parameters of this ARMA model and its equivalent moving average (EMA) model. On the basis of this relation, a new computationally efficient algorithm is proposed for determining the parameters of the QP 2-D ARMA model from the coefficients of the 2-D EMA model. Simulation results and comparisons demonstrating the performance of the new algorithm are included.
引用
收藏
页码：263 / +
页数：3
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