DocumentCode
332957
Title
Recursive two dimensional spectral estimation based on an AR model excited by a T-distribution process using QR decomposition approach
Author
Sanubari, J. ; Tokuda, Keiichi
Author_Institution
Dept. of Comput. Sci., Nagoya Inst. of Technol., Japan
fYear
1998
fDate
24-27 Nov 1998
Firstpage
447
Lastpage
450
Abstract
In this paper a robust two dimensional spectral estimation based on an AR model is proposed. The robustness of the method is obtained by assuming that the output or the residual signal has an independently and identically distribution with a t probability density function. By doing so, the effect of large amplitude residuals can be reduced. To reduce the calculation burden, the optimal solution is recursively calculated by incorporating the QR-decomposition method. The simulation results show that the obtained spectral estimate after 100 by 100 pixels iterations by using small α; i.e. α=3; is more accurate than that obtained by using large α; i.e. α=∞. The plots of the mean square error (MSE) to the iteration number show that by using small α we can obtain a smaller MSE than that by using large α
Keywords
autoregressive processes; matrix decomposition; parameter estimation; probability; spectral analysis; AR model; MSE; QR decomposition method; T-distribution process; mean square error; probability density function; recursive 2D spectral estimation; two dimensional spectral estimation; Computer science; Density functional theory; Mean square error methods; Performance analysis; Recursive estimation; Robustness; Signal analysis; Signal processing;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1998. IEEE APCCAS 1998. The 1998 IEEE Asia-Pacific Conference on
Conference_Location
Chiangmai
Print_ISBN
0-7803-5146-0
Type
conf
DOI
10.1109/APCCAS.1998.743806
Filename
743806
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