AR order determination of a 2-D ARMA model

Determination of the order of a two- dimensional model such as a 2-D ARMA model, 2-D AR model, etc. is a key first step toward the goal of modeling a process. In this correspondence, using a combination of the minimum description length (MDL) criterion and instrumental variable (IV) method, a computationally efficient method for AR order determination of a 2-D ARMA model is proposed. In the proposed method, the model is assumed causal, stable, linear, and spatial shift-invariant with quarter plane (QP) of support. The theoretical development is verified by simulation which also includes results on order determination from output sequences alone.