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

DOI10.1016/J.JFRANKLIN.2004.08.002zbMath1122.93080OpenAlexW2069124119MaRDI QIDQ1763980

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

parameter estimation2-D ARMA model

Mathematics Subject Classification ID

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

Related Items (2)

Parametric inverse of severely ill-conditioned Hermitian matrices in signal processing ⋮ Image modeling based on a 2-D stochastic subspace system identification algorithm

Cites Work

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

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