3-D AR model order selection via rank test procedure

Author

Aksasse, Brahim ; Stitou, Youssef ; Berthoumieu, Yannick ; Najim, Mohamed

Author_Institution

Fac. of Sci. & Techniques Errachidia

Volume

54

Issue

7

fYear

2006

fDate

7/1/2006 12:00:00 AM

Firstpage

2672

Lastpage

2677

Abstract

This paper deals with the problem of three-dimensional autoregressive (3-D AR) model order estimation. We show that the information for the 3-D AR model order is implicitly contained in an appropriate matrix rank built from the autocorrelation function (ACF) of the underlying 3-D Gaussian process. Exploiting this property, we develop an algorithm to estimate the order (p₁,p₂,p₃) corresponding to the quarter-space (QS) region of support. The proposed method is based upon a rank test procedure (RTP) using singular value decomposition (SVD) and solving nonlinear system equations. Numerical simulations are presented to illustrate the performances of the proposed algorithm

Keywords

Gaussian processes; autoregressive processes; nonlinear equations; singular value decomposition; 3D Gaussian process; 3D autoregressive model order selection; SVD; autocorrelation function; matrix rank; nonlinear system equations; quarter-space region; rank test procedure; singular value decomposition; Autocorrelation; Gaussian processes; Image processing; Integrated circuit modeling; Nonlinear equations; Nonlinear systems; Numerical simulation; Singular value decomposition; Spectral analysis; System testing; Information criteria; order selection; quarter space support; singular value decomposition; three-dimensional autoregressive (3-D AR) modeling;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/TSP.2006.874815

Filename

1643906