• 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