Vector Space Solution to the Multidimensional Yule-Walker Equations
RHODE ISLAND UNIV KINGSTON DEPT OF ELECTRICAL AND COMPUTER ENGINEERING
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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.
- Numerical Mathematics