Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations
type: Item
instance of: scholarly article
title: Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations
zbMATH Open document ID: 1349.62450
DOI: 10.1155/2014/247274
author: Alimorad Mahmoudi
published in: International Journal of Stochastic Analysis
publication date: 2015-03-27T00:00:00Z
review text: Summary: This paper deals with the problem of two-dimensional autoregressive (AR) estimation from noisy observations. The Yule-Walker equations are solved using adaptive steepest descent (SD) algorithm. Performance comparisons are made with other existing methods to demonstrate merits of the proposed method.
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 6420146
zbMATH Keywords: autoregressive fields
zbMATH Keywords: estimation
zbMATH Keywords: noisy observations
zbMATH Keywords: adaptive algorithm
zbMATH Keywords: convergence analysis
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/247274
OpenAlex ID: W2015408878
Wikidata QID: Q59046999
cites work: Long-tail distribution based multiscale-multiband autoregressive detection for hyperspectral imagery
cites work: Noncausal 2-D spectrum estimation for direction finding
cites work: Broad-band detection based on two-dimensional mixed autoregressive models
cites work: New Efficient 2-D Lattice Structures for General Autoregressive Modeling of Random Fields
cites work: Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane
cites work: Modeling 2-D AR Processes With Various Regions of Support
cites work: Autoregressive parameter estimation from noisy data
cites work: Estimation of the parameters of multichannel autoregressive signals from noisy observations
cites work: Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem
cites work: Two-dimensional autoregressive (2D AR) model order estimation.
cites work: Q4040544
cites work: Q4000104
description: scientific article; zbMATH DE number 6420146