Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem

DOI10.1007/s11045-014-0289-0zbMath1368.93241OpenAlexW2093429996MaRDI QIDQ2014155

Alimorad Mahmoudi

Publication date: 10 August 2017

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

Full work available at URL: https://doi.org/10.1007/s11045-014-0289-0

zbMATH Keywords

quadratic eigenvalue problemYule-Walker equationstwo dimensional autoregressive model

Mathematics Subject Classification ID

Eigenvalue problems (93B60)

Related Items

Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations, Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation, Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering

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