Estimation of the 2-D ARMA model parameters based on the equivalent MA approach

A. Kizilkaya; C. M. Yetiş; A. H. Kayran; S. Şeker

Estimation of the 2-D ARMA model parameters based on the equivalent MA approach

A. Kizilkaya^*, C. M. Yetiş, A. H. Kayran, S. Şeker

^*Corresponding author for this work

Department of Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Citations (Scopus)

Abstract

The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model having a quarter-plane (QP) region of support (ROS) driven by an unobservable white noise process is addressed. For the solution of this problem, we have considered the relation between the parameters of this ARMA model and its equivalent moving average (EMA) model. On the basis of this relation, a new computationally efficient algorithm is proposed for determining the parameters of the QP 2-D ARMA model from the coefficients of the 2-D EMA model. Simulation results and comparisons demonstrating the performance of the new algorithm are included.

Original language	English
Title of host publication	Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006
Pages	263-268
Number of pages	6
Publication status	Published - 2006
Event	4th IASTED International Conference on Circuits, Signals, and Systems, CSS 2006 - San Francisco, CA, United States Duration: 20 Nov 2006 → 22 Nov 2006

Publication series

Name	Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006

Conference

Conference	4th IASTED International Conference on Circuits, Signals, and Systems, CSS 2006
Country/Territory	United States
City	San Francisco, CA
Period	20/11/06 → 22/11/06

Keywords

2-D ARMA model
2-D equivalent MA model
Parameter and spectral estimation
Quarter-plane region of support

Cite this

Kizilkaya, A., Yetiş, C. M., Kayran, A. H., & Şeker, S. (2006). Estimation of the 2-D ARMA model parameters based on the equivalent MA approach. In Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006 (pp. 263-268). (Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006).

@inproceedings{90891460f11b45f5a62777ff8b615271,

title = "Estimation of the 2-D ARMA model parameters based on the equivalent MA approach",

abstract = "The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model having a quarter-plane (QP) region of support (ROS) driven by an unobservable white noise process is addressed. For the solution of this problem, we have considered the relation between the parameters of this ARMA model and its equivalent moving average (EMA) model. On the basis of this relation, a new computationally efficient algorithm is proposed for determining the parameters of the QP 2-D ARMA model from the coefficients of the 2-D EMA model. Simulation results and comparisons demonstrating the performance of the new algorithm are included.",

keywords = "2-D ARMA model, 2-D equivalent MA model, Parameter and spectral estimation, Quarter-plane region of support",

author = "A. Kizilkaya and Yeti{\c s}, {C. M.} and Kayran, {A. H.} and S. {\c S}eker",

year = "2006",

language = "English",

isbn = "9780889866072",

series = "Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006",

pages = "263--268",

booktitle = "Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006",

note = "4th IASTED International Conference on Circuits, Signals, and Systems, CSS 2006 ; Conference date: 20-11-2006 Through 22-11-2006",

}

Kizilkaya, A, Yetiş, CM, Kayran, AH & Şeker, S 2006, Estimation of the 2-D ARMA model parameters based on the equivalent MA approach. in Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006. Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006, pp. 263-268, 4th IASTED International Conference on Circuits, Signals, and Systems, CSS 2006, San Francisco, CA, United States, 20/11/06.

Estimation of the 2-D ARMA model parameters based on the equivalent MA approach. / Kizilkaya, A.; Yetiş, C. M.; Kayran, A. H. et al.
Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006. 2006. p. 263-268 (Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Estimation of the 2-D ARMA model parameters based on the equivalent MA approach

AU - Kizilkaya, A.

AU - Yetiş, C. M.

AU - Kayran, A. H.

AU - Şeker, S.

PY - 2006

Y1 - 2006

N2 - The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model having a quarter-plane (QP) region of support (ROS) driven by an unobservable white noise process is addressed. For the solution of this problem, we have considered the relation between the parameters of this ARMA model and its equivalent moving average (EMA) model. On the basis of this relation, a new computationally efficient algorithm is proposed for determining the parameters of the QP 2-D ARMA model from the coefficients of the 2-D EMA model. Simulation results and comparisons demonstrating the performance of the new algorithm are included.

AB - The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model having a quarter-plane (QP) region of support (ROS) driven by an unobservable white noise process is addressed. For the solution of this problem, we have considered the relation between the parameters of this ARMA model and its equivalent moving average (EMA) model. On the basis of this relation, a new computationally efficient algorithm is proposed for determining the parameters of the QP 2-D ARMA model from the coefficients of the 2-D EMA model. Simulation results and comparisons demonstrating the performance of the new algorithm are included.

KW - 2-D ARMA model

KW - 2-D equivalent MA model

KW - Parameter and spectral estimation

KW - Quarter-plane region of support

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M3 - Conference contribution

AN - SCOPUS:38349177833

SN - 9780889866072

T3 - Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006

SP - 263

EP - 268

BT - Proceedings of the Fourth IASTED International Conference on Circuits, Signals, and Systems, CSS 2006

T2 - 4th IASTED International Conference on Circuits, Signals, and Systems, CSS 2006

Y2 - 20 November 2006 through 22 November 2006

ER -

Estimation of the 2-D ARMA model parameters based on the equivalent MA approach

Abstract

Publication series

Conference

Keywords

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