TWO-DIMENSIONAL AUTOREGRESSIVE MODELLING USING JOINT SECOND AND THIRD ORDER STATISTICS AND A WEIGHTING SCHEME (FriAmOR7)
Author(s) :
Sarah Lee (Communications and Signal Processing Research Group, Department of Electrical and Electronic Engineering, Imperial College London, UK)
Tania Stathaki (Communications and Signal Processing Research Group, Department of Electrical and Electronic Engineering, Imperial College London, UK)
Abstract : The two-dimensional autoregressive modelling problem is attempted using a combination of the Yule-Walker system of equations and the Yule-Walker system of equations in the third-order statistical domain. A novel weighting scheme that relates the contribution of the two systems is proposed and some simulations results are provided to verify the improved estimations.

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