Title
Three-dimensional autoregressive parameter estimation from noisy data
Abstract
This paper deals with the three-dimensional Autoregressive (3-D AR) model parameter estimation from noisy data. We develop an algorithm to estimate the transversal AR parame- ters corresponding to the Quarter-Space (QS) region of sup- port without a priori knowledge of additive noise power. The transversal parameters and the noise variance are both ob- tained as a solution of a quadratic eigenvalue problem. The performance of the proposed algorithm is evaluated by nu- merical examples.
Year
Venue
Keywords
2005
EUSIPCO
awgn,autoregressive processes,eigenvalues and eigenfunctions,parameter estimation,3d traversal ar model parameter estimation,qs region,a priori knowledge,additive gaussian white noise,noise variance,noisy data,quadratic eigenvalue problem,quarter-space region,three-dimensional autoregressive parameter estimation
Field
DocType
ISBN
Applied mathematics,Autoregressive model,Mathematical optimization,Noise power,Noise measurement,A priori and a posteriori,Transversal (geometry),Solid modeling,Gaussian noise,Quadratic eigenvalue problem,Mathematics
Conference
978-160-4238-21-1
Citations 
PageRank 
References 
0
0.34
7
Authors
3
Name
Order
Citations
PageRank
Stitou, Y.180.90
Donias, M.200.34
B. Aksasse3334.09