On two-dimensional spectral realization

DOI10.1109/18.333874MaRDI QIDQ4324131zbMATH OpenOpenAlexFDO

Authors Fabrice Gamboa, M. Lavielle

Publication date 1 March 1995

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.333874

zbMATH Keywords

Bayesian reconstructionBurg entropyfixed-point methodMarkov random fieldmaximum entropyprior distributionspectral densitystationary processsteepest descent proceduresYule-Walker equations

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15)

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