Title :
Three-dimensional fast algorithm solution for octant-based three-dimensional Yule-Walker equations
Author :
Liew, Jiseok ; Marple, S. Lawrence, Jr.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Oregon State Univ., Corvallis, OR, USA
Abstract :
The paper presents an extension of the solution for two-dimensional (2D) Yule-Walker equations, useful for linear prediction (LP) parameter estimation, to the three-dimensional (3D) case. The resulting fast recursive 3D algorithm has a significant computational advantage over the direct solution of the 3D Yule-Walker equations because it exploits the triply-Toeplitz structure.
Keywords :
Toeplitz matrices; autoregressive processes; computational complexity; filtering theory; parameter estimation; recursive estimation; 2D Yule-Walker equations; 3D Yule-Walker equations; 3D autoregressive process; 3D linear shift-invariant filter; 3D white noise sequence; Toeplitz block matrices; computational complexity; fast recursive 3D algorithm; linear prediction parameter estimation; octant-based three-dimensional Yule-Walker equations; three-dimensional autoregressive parameter matrices; three-dimensional fast algorithm solution; triply-Toeplitz structure; Autocorrelation; Autoregressive processes; Computer science; Equations; Nonlinear filters; Parameter estimation; Recursive estimation; Two dimensional displays; USA Councils; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
Print_ISBN :
0-7803-8874-7
DOI :
10.1109/ICASSP.2005.1415548
