Vector space solution to the multidimensional Yule-Walker equations

The paper describes a vector space approach to solving the multidimensional (mD) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement. Two-dimensional (2D) autoregressive (AR) modelling has found applications in image processing, sonar, and other areas. 3D and higher dimensional AR modelling has as yet to be extensively studied but applications to signals that vary in time, frequency, and space can easily be envisioned.