DocumentCode :
829986
Title :
Extension of the Schur-Cohn stability test for 2-D AR quarter-plane model
Author :
Alata, Olivier ; Najim, Mohamed ; Ramananjarasoa, Clarisse ; Turcu, Flavius
Author_Institution :
IRCOM-SIC, Chasseneuil, France
Volume :
49
Issue :
11
fYear :
2003
Firstpage :
3099
Lastpage :
3106
Abstract :
The Schur-Cohn test plays an essential role in checking the stability of one-dimensional (1D) random processes such as autoregressive (AR) models, via the so-called reflection coefficients, partial correlations, or Schur-Szego coefficients. In the context of two-dimensional (2D) random field modeling, one of the authors recently proposed a 2D AR quarter-plane model representation using 2D reflection coefficients estimated by a fast recursive adaptive algorithm. Based on such 2D reflection coefficients, we can therefore derive two necessary stability conditions for a 2D AR quarter-plane model. One of these conditions can be considered as an extension of the Schur-Cohn stability criterion based on the 2D reflection coefficients.
Keywords :
adaptive estimation; autoregressive processes; random processes; recursive estimation; stability; 2D AR quarter-plane model; 2D random field modeling; 2D reflection coefficients; AR quarter-plane model representation; Schur-Cohn stability criterion extension; autoregressive models; recursive adaptive estimation; two-dimensional random field modeling; Adaptive algorithm; Context modeling; Filters; Polynomials; Quadratic programming; Random processes; Recursive estimation; Reflection; Stability criteria; Testing;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.2003.819338
Filename :
1246037
Link To Document :
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