Accession Number:

ADA523725

Title:

Vector Space Solution to the Multidimensional Yule-Walker Equations

Descriptive Note:

Corporate Author:

RHODE ISLAND UNIV KINGSTON DEPT OF ELECTRICAL AND COMPUTER ENGINEERING

Report Date:

2003-01-01

Pagination or Media Count:

5.0

Abstract:

This paper describes a vector space approach to solving the multidimensional m-D Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement. Two-dimensional 2-D autoregressive AR modelling has found applications in image processing, sonar, and other areas. 3-D and higher dimensional AR modelling has as yet to be extensively studied but applications to signals that vary in time, frequency, and space can easily be envisioned.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE