A Fast 2-D AR Parameter Estimation Algorithm Based on Functional Schur Coefficients

This paper presents an algorithm for the estimation of the 2-D AR parameters. This new method is based on the functional Schur coefficients recently introduced by the authors. The algorithm is efficient in terms of computation and preserves in the 2-D case the advantages of the 1-D Schur algorithm vs 1-D Levinson algorithm. This approach is illustrated on several numerical examples.