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Article Dans Une Revue IEEE Transactions on Signal Processing Année : 2007

3-D AR Model Order Selection via Rank Test Procedure

Brahim Aksasse
  • Fonction : Auteur
Yannick Berthoumieu

Résumé

This paper deals with the problem of three dimensional AutoRegressive (3-D AR) model order estimation. We show that the information for the 3-D AR model order is implicitly contained in an appropriate matrix rank built from the AutoCorrelation Function (ACF) of the underlying 3-D Gaussian process. Exploiting this property, we develop an algorithm to estimate the order corresponding to the Quarter-Space (QS) region of support. The proposed method is based upon a Rank Test Procedure (RTP) using Singular Value Decomposition (SVD) and solving nonlinear system equations. Numerical simulations are presented to illustrate the performances of the proposed algorithm.
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Dates et versions

hal-00183339 , version 1 (29-10-2007)

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Citer

Brahim Aksasse, Youssef Stitou, Yannick Berthoumieu, Mohamed Najim. 3-D AR Model Order Selection via Rank Test Procedure. IEEE Transactions on Signal Processing, 2007, 54 (7), pp.2672- 2677. ⟨10.1109/TSP.2006.874815⟩. ⟨hal-00183339⟩
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