Vector Space Solution to the Multidimensional Yule-Walker Equations

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.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2003
Accession Number
ADA523725

Entities

People

  • Christopher P. Carbone
  • Steven Kay

Organizations

  • University of Rhode Island

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Computer Programming
  • Equations
  • Image Processing
  • Information Operations
  • Mathematics
  • Rhode Island
  • Three Dimensional
  • Two Dimensional
  • Undersea Warfare
  • Vector Spaces
  • White Noise

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.

Technology Areas

  • Space