An efficient algorithm for two-dimensional autoregressive spectrum estimation

DOI10.1109/29.17507zbMath0677.93076MaRDI QIDQ3833984

Bede Liu, Bruce F. McGuffin

Publication date: 1989

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.17507

zbMATH Keywords

Burg algorithm; two-dimensional autoregressive spectrum estimates

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E11: Filtering in stochastic control theory

62M15: Inference from stochastic processes and spectral analysis

93E10: Estimation and detection in stochastic control theory