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Two-dimensional ARMA model order determination

delete2009-07-01
delete19
PRE
AI
M
M. S. Sadabadi *
M
Masoud Shafiee
M
M. Karrari
DOI:10.1016/j.isatra.2009.04.001delete
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Abstract

Abstract

En 中文
Determination of the order of a model is the key first step towards modeling any dynamic systems, particularly two-dimensional processes. In this paper, a new method for two-dimensional (2-D) Gaussian ARMA model order determination is proposed. In the proposed method, the AR and MA orders are first independently determined, then the procedure for model order determination of the 2-D ARMA model is outlined. The model is assumed to be causal, stable, linear, and spatial shift-invariant with p(1) x p(2) quarterplane (QP) support. Numerical simulations are presented to show the effectiveness of the proposed new approach. (C) 2009 ISA. Published by Elsevier Ltd. All rights reserved.
Keywords:
Two-dimensional ARMA model
Order determination
Minimum description length (MDL)
Instrumental variable (IV)
Correlation matrix
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Journal

ISA Transactions cover
ISA Transactions
IF:
6.5
Papers:
5.9K
Citations:
2.0W

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Amirkabir University of Technology
Scholars:
1.1W
Papers: 1.1W
Citations: 1.0W