A Fast Algorithm for 2-D ARMA Parameters Estimation

Authors:
Zhipo Deng;Youshen Xia
Affiliations:
College of Mathematics and Computer Science, Fuzhou University, Fuzhou, China 350108;College of Mathematics and Computer Science, Fuzhou University, Fuzhou, China 350108
Venue:
ISNN '09 Proceedings of the 6th International Symposium on Neural Networks on Advances in Neural Networks
Year:
2009

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Abstract

This paper proposed a fast algorithm for 2-D ARMA parameter estimation under noise environments. The proposed algorithm is based on a kind of inverse filter technique for the approximation of random excitation. The proposed algorithm only solves a low order 2-D AR system for the 2-D ARMA parameter. In contrast with Zhang and Cheng 's and Kizilkaya and Kayran's algorithms for 2-D ARMA parameter estimation, the proposed algorithm considers the noisy observation and is more suitable for practical applications. Moreover, the proposed algorithm has a fast speed due to a low computational cost. Simulation results show that the proposed algorithm can obtain more accurate estimates with a faster speed than the two algorithms.