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

• Authors: Byoungseon Choi
• Venue: Multidimensional Systems and Signal Processing
• Year: 2003

There exists a causal 3-D AR process on the nonsymmetric half-space having the same autocorrelations as a noncausal 3-D AR process. A formula is presented to relate the AR coefficients of the noncausal 3-D AR process with those of the causal 3-D AR process on the nonsymmetric half-space. The 3-D Yule-Walker equations are derived for causal 3-D AR models on the nonsymmetric half-space, and a computationally efficient order-recursive algorithm is proposed to solve the 3-D Yule-Walker equations. We can easily specify a noncausal 3-D AR process from its autocorrelations using the autocorrelation equivalence relation, the formula of the AR coefficients and the order-recursive algorithm.