Parameter estimation of two-dimensional moving average randomfields

  • Authors:
  • J.M. Francos;B. Friedlander

  • Affiliations:
  • Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

This paper considers the problem of estimating the parameters of two-dimensional (2-D) moving average random (MA) fields. We first address the problem of expressing the covariance matrix of nonsymmetrical half-plane, noncausal, and quarter-plane MA random fields in terms of the model parameters. Assuming the random field is Gaussian, we derive a closed-form expression for the Cramer-Rao lower bound (CRLB) on the error variance in jointly estimating the model parameters. A computationally efficient algorithm for estimating the parameters of the MA model is developed. The algorithm initially fits a 2-D autoregressive model to the observed field and then uses the estimated parameters to compute the MA model. A maximum-likelihood algorithm for estimating the MA model parameters is also presented. The performance of the proposed algorithms is illustrated by Monte-Carlo simulations and is compared with the Cramer-Rao bound