Multidimensional complex number parametric model order and parameters estimation
Résumé
This paper presents a technique for accessing multidimensional complex number AR model order and parameters through matrix factorization. The principle of this technique consists of the transformation of the multidimensional model to a pseudo SISO (simple input simple output) AR model then performing factorization of the covariance matrix of the data. This factorization then leads to a recursive form of the parameter and order estimation. The methodology developed here may be applied to an AR model of any dimension. Computer simulation results are provided to illustrate the behavior of this method
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