Estimation of 2-D ARMA model parameters by using equivalent AR approach
type: Item
instance of: scholarly article
title: Estimation of 2-D ARMA model parameters by using equivalent AR approach
zbMATH Open document ID: 1122.93080
author: Ahmet Hamdi Kayran
author: Aydin Kizilkaya
published in: Journal of the Franklin Institute
publication date: 2005-02-22T00:00:00Z
review text: 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.
reviewed by: Pedro A. Morettin
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93C35
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 94A08
zbMATH DE Number: 2136796
zbMATH Keywords: 2-D ARMA model
zbMATH Keywords: parameter estimation
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2004.08.002
OpenAlex ID: W2069124119
cites work: Two-dimensional spectral estimation
cites work: Recursive solution of the covariance equations for linear prediction
DOI: 10.1016/J.JFRANKLIN.2004.08.002
description: scientific article; zbMATH DE number 2136796