3-D AR model order selection via rank test procedure |
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Authors: | Aksasse B. Stitou Y. Berthoumieu Y. Najim M. |
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Affiliation: | Fac. of Sci. & Techniques Errachidia, Morocco; |
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Abstract: | This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. We show that the information for the 3-D AR model order is implicitly contained in an appropriate matrix rank built from the autocorrelation function (ACF) of the underlying 3-D Gaussian process. Exploiting this property, we develop an algorithm to estimate the order (p/sub 1/,p/sub 2/,p/sub 3/) corresponding to the quarter-space (QS) region of support. The proposed method is based upon a rank test procedure (RTP) using singular value decomposition (SVD) and solving nonlinear system equations. Numerical simulations are presented to illustrate the performances of the proposed algorithm. |
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