A rank test based approach to order estimation. I. 2-D AR models application

摘要

In system identification and parametric spectral estimation by two-dimensional (2-D) autoregressive (AR) and 2-D autoregressive moving average (ARMA) models, the order selection problem is often required. In this correspondence, we show that the information of 2-D AR model order is implicitly contained in a correlation matrix. An algorithm for 2-D quarter-plane AR model order determination is proposed. Numerical simulations are presented to show the efficiency of the proposed singular value decomposition (SVD) based algorithm.