A numerical algorithm for stable 2D autoregressive filter design
DOI10.1016/S0165-1684(03)00057-4zbMath1144.94316MaRDI QIDQ948120
Glaysar Castro, Jeffrey S. Geronimo, Hugo J. Woerdeman
Publication date: 8 October 2008
Published in: Signal Processing (Search for Journal in Brave)
stabilityautoregressive filterAR processbivariate stationary stochastic processesstructured matrix completionstwo-variable polynomialstwo-variable Toeplitz matrix
Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Positive matrices and their generalizations; cones of matrices (15B48) Linear operator methods in interpolation, moment and extension problems (47A57) Dilations, extensions, compressions of linear operators (47A20) Fourier series and coefficients in several variables (42B05) Application of orthogonal and other special functions (94A11) Prediction theory (aspects of stochastic processes) (60G25)
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