Title :
Minimum Eigenvalue Based 3-D AR Model Order Selection
Author :
Aksasse, Brahim ; Stitou, Youssef ; Berthoumieu, Yannick ; Najim, Mohamed
Author_Institution :
Departement d´´informatique, FSTE Errachidia, Maroc
Abstract :
This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (P1,P2,P3) corresponding to the quarter-space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method
Keywords :
Gaussian processes; covariance matrices; eigenvalues and eigenfunctions; regression analysis; signal processing; 3D AR model order selection; Gaussian process; MDL criterion; covariance matrix; minimum description length; minimum eigenvalue; quarter-space region; three-dimensional autoregressive model; Covariance matrix; Difference equations; Eigenvalues and eigenfunctions; Gaussian processes; Multidimensional systems; Numerical simulation; Parameter estimation; Signal analysis; Singular value decomposition; White noise;
Conference_Titel :
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-9403-8
DOI :
10.1109/SSP.2005.1628634
