Estimation of 2-D ARMA model parameters by using equivalent AR approach
This paper considers the estimation of a two-dimensional autoregressive moving-average (2-D ARMA) model. To do this, the relation between the parameters of a 2-D ARMA model and their 2-D equivalent autoregressive (EAR) model parameters is investigated. An algorithm is proposed based on this equivalence. The performance of this algorithm is compared with other algorithms. Convergence to the true parameters are investigated.
scientific article; zbMATH DE number 2136796