Estimation of 2-D ARMA model parameters by using equivalent AR approach

DOI10.1016/J.JFRANKLIN.2004.08.002MaRDI QIDQ1763980zbMATH OpenOpenAlexFDO

Authors Ahmet Hamdi Kayran, Aydin Kizilkaya

Publication date 22 February 2005

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2004.08.002

zbMATH Keywords

2-D ARMA modelparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Review text

This paper considers the estimation of a two-dimensional autoregressive moving-average (2-D ARMA) model. To do this, the relation between the parameters of a 2-D ARMA model and their 2-D equivalent autoregressive (EAR) model parameters is investigated. An algorithm is proposed based on this equivalence. The performance of this algorithm is compared with other algorithms. Convergence to the true parameters are investigated.

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Cites work

• Recursive solution of the covariance equations for linear prediction
• Two-dimensional spectral estimation

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