DocumentCode :
2268754
Title :
Model parameter estimation for 2D noncausal Gauss-Markov random fields
Author :
Cusani, R. ; Baccarelli, E. ; Galli, S.
Author_Institution :
INFOCOM Dept., Rome Univ., Italy
fYear :
1995
fDate :
17-22 Sep 1995
Firstpage :
179
Abstract :
An original procedure for estimating the model parameters of a noncausal Gauss-Markov random field (GMRF) from noisy observations is proposed. Starting from a suitable `local´ representation of the field and taking into account the symmetry property of the so-called `potential fields´ describing the GMRF, a linear equation system relating the model parameters to the (generally, nonstationary) 2D autocorrelation function (ACF) of the observed field is derived. Its solution for a known (or estimated) ACF directly gives the parameter estimates of the GMRF. The unknown variance of the eventually present observation noise can be also estimated jointly with the model parameters
Keywords :
Gaussian processes; Markov processes; correlation methods; noise; parameter estimation; random processes; 2D noncausal Gauss-Markov random fields; GMRF; linear equation system; local field representation; model parameter estimation; noisy observations; nonstationary 2D autocorrelation function; observation noise; observed field; potential fields; symmetry property; variance; Autocorrelation; Boundary conditions; Equations; Gaussian noise; Gaussian processes; Lattices; Matrices; Parameter estimation; Technological innovation; Writing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
Type :
conf
DOI :
10.1109/ISIT.1995.531528
Filename :
531528
Link To Document :
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