Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space

DOI10.1023/A:1023582702835zbMath1036.93035MaRDI QIDQ1398036

Byoung-Seon Choi

Publication date: 6 August 2003

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

3-D autoregressive process; autocorrelation equivalence relation; noncausal process; nonsymmetric half-space; Yule-Walker equation

Mathematics Subject Classification ID

93C35: Multivariable systems, multidimensional control systems