ARMA-cepstrum Recursion Algorithm for the Estimation of the MA Parameters of 2-D ARMA Models |
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Authors: | Email author" target="_blank">Aydin?KizilkayaEmail author Ahmet?Hamdi?kayran |
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Affiliation: | (1) Department of Electronics and Communication Engineering, Electrical and Electronics Engineering Faculty, Istanbul Technical University, 34469 Maslak, Istanbul, Turkey |
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Abstract: | This paper considers the problem of estimating the moving average (MA) parameters of a two-dimensional autoregressive moving
average (2-D ARMA) model. To solve this problem, a new algorithm that is based on a recursion relating the ARMA parameters
and cepstral coefficients of a 2-D ARMA process is proposed. On the basis of this recursion, a recursive equation is derived
to estimate the MA parameters from the cepstral coefficients and the autoregressive (AR) parameters of a 2-D ARMA process.
The cepstral coefficients are computed benefiting from the 2-D FFT technique. Estimation of the AR parameters is performed
by the 2-D modified Yule–Walker (MYW) equation approach. The development presented here includes the formulation for real-valued
homogeneous quarter-plane (QP) 2-D ARMA random fields, where data are propagated using only the past values. The proposed
algorithm is computationally efficient especially for the higher-order 2-D ARMA models, and has the advantage that it does
not require any matrix inversion for the calculation of the MA parameters. The performance of the new algorithm is illustrated
by some numerical examples, and is compared with another existing 2-D MA parameter estimation procedure, according to three
performance criteria. As a result of these comparisons, it is observed that the MA parameters and the 2-D ARMA power spectra
estimated by using the proposed algorithm are converged to the original ones |
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Keywords: | 2-D ARMA model quarter-plane region of support real cepstrum 2-D MA parameter estimation real-valued homogeneous random fields |
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