Vector space solution to the multidimensional Yule-Walker equations

The paper describes a vector space approach to solving the multidimensional (mD) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement. Two-dimensional (2D) autoregressive (AR) modelling has found applications in image processing, son...

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Published in2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03) Vol. 3; pp. III - 289
Main Authors Kay, S.M., Carbone, C.P.
Format Conference Proceeding
LanguageEnglish
Published IEEE 2003
Subjects
Equations
Frequency
Image coding
Image processing
Mathematical model
Multidimensional systems
Signal processing
Sonar applications
Two dimensional displays
Vectors
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Summary:The paper describes a vector space approach to solving the multidimensional (mD) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement. Two-dimensional (2D) autoregressive (AR) modelling has found applications in image processing, sonar, and other areas. 3D and higher dimensional AR modelling has as yet to be extensively studied but applications to signals that vary in time, frequency, and space can easily be envisioned.
ISBN:9780780376632
0780376633
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.2003.1199269