A new technique for order determination of two-dimensional arma models

• Autorzy: Sadabadi M. S. , Shaffie M. , Karrari M.
• Języki publikacji: EN

Abstrakty

EN

In this paper, a new method for order determination of two-dimensional autoregressive moving-average (2-D ARMA) models is proposed. In the method proposed, the ARMA model order is dependent on the minimum eigenvalues of a covariance matrix derived from the observed data. The 2-D ARMA model is assumed to be causal, stable, linear, and spatial shift-invariant with p1 x p2 quarter plane (QP) support. Numerical simulations are presented to illustrate the importance of this new approach in model order determination.

Słowa kluczowe

EN

two-dimensional (2-D) ARMA model; model order determination; two-dimensional MDL criterion

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2008
• Tom: Vol. 34, no 2
• Strony: 49--53
• Opis fizyczny: Bibliogr. 12 poz., rys.

Twórcy

autor

Sadabadi M. S.

autor

Shaffie M.

autor

Karrari M.

• Electrical Engineering Department, Amirkabir University of Technology, 424 Hafez Ave., Tehran, Iran, 15914,

Bibliografia

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• [8] Sadabadi M.S., Shafiiee M., Karrari M., AR order determination of a 2-D ARMA model, Proc. European Control Conf. 2007 (ECC07), Greece, 2007, pp. 3877-3882.
• [9] Sadabadi M.S., Shafiiee M., Karrari M., MA order determination of a two-dimensional ARMA model using samples correlation, Proc. ICEE 2007, Tehran, Iran, 2007, pp. 136-140.
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