Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations
Author(s) -
Alimorad Mahmoudi
Publication year - 2014
Publication title -
international journal of stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 28
eISSN - 2090-3340
pISSN - 2090-3332
DOI - 10.1155/2014/247274
Subject(s) - autoregressive model , mathematics , algorithm , gradient descent , estimation , method of steepest descent , mathematical optimization , computer science , artificial intelligence , artificial neural network , statistics , management , economics
This paper deals with the problem of two-dimensional autoregressive (AR) estimation from noisy observations. The Yule-Walker equations are solved using adaptive steepest descent (SD) algorithm. Performance comparisons are made with other existing methods to demonstrate merits of the proposed method
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