Referenced Items are not available for this document.
Much research has been devoted to the area of one-dimensional autoregressive (1-D AR) and autoregressive moving average (ARMA) model order selection. The most well-known solutions for this problem are the Akaike information criterion (AIC), MDL, and the minimum eigenvalue (MEV) criteria. On the other hand, all works in the 2-D case have focused on the problem of parameter estimation. In this correspondence, we extend the previous criteria to the 2-D AR model order determination. The model is assumed causal, stable, and spatially invariant with p1×p2 quarter-plane (QP) support. Numerical examples are given to illustrate the effectiveness of each method
Published in:
Signal Processing, IEEE Transactions on
(Volume:47
,
Issue:
7
)
Date of Publication: Jul 1999
- Page(s):
- 2072 - 2077
- ISSN :
- 1053-587X
- INSPEC Accession Number:
- 6292874
- Digital Object Identifier :
- 10.1109/78.771063
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Jul 1999
- Sponsored by :
- IEEE Signal Processing Society
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