Improvement of two-dimension AR model and application in simulation on surface profiles of steel plates

The order and parameter estimation is always difficult in two-dimension AR model because the two-dimension Yule-Walker equation does not have the property of uniqueness and identifiability as the one-dimension AR model. This paper provides an AR order estimation method for a two-dimension AR model,...

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Bibliographic Details
Published inScience China. Technological sciences Vol. 42; no. 6; pp. 637 - 643
Main Authors Wang, Jiadao, Chen, Darong, Kong, Xianmei
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.12.1999
Subjects
Autocorrelation functions
Mathematical models
Parameter estimation
Steel plates
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Summary:The order and parameter estimation is always difficult in two-dimension AR model because the two-dimension Yule-Walker equation does not have the property of uniqueness and identifiability as the one-dimension AR model. This paper provides an AR order estimation method for a two-dimension AR model, and an AR model parameter estimation method on the basis of an autocorrelation function. A simulation example on surface profiles of some kinds of steel plates is given using this improved AR model with positive results.
ISSN:1006-9321
1674-7321
1862-281X
1869-1900
DOI:10.1007/BF02917001