An order-recursive algorithm to solve the 3-D Yule-Walker equationsof causal 3-D AR models

Authors:
ByoungSeon Choi
Affiliations:
Dept. of Appl. Stat., Yonsei Univ., Seoul
Venue:
IEEE Transactions on Signal Processing
Year:
1999

Citing 0
Cited 2

Model Specification of a Noncausal 3-D AR Process Using a Causal 3-D AR Model on the Nonsymmetric Half-Space

Multidimensional Systems and Signal Processing
Asymptotic generalized eigenvalue distribution of block multilevel toeplitz matrices

IEEE Transactions on Signal Processing

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Abstract

An order-recursive algorithm is proposed to solve the 3-D Yule-Walker equations of causal 3-D AR models. It is computationally efficient and can be easily transformed into a computer program. Moreover, it can be utilized to determine the orders of a causal 3-D AR process