A fast algorithm for 2-D ARMA parameters estimation

Abstract

This paper proposed a fast algorithm for 2-D ARMA parameter estimation under noise environments. The proposed algorithm is based on a kind of inverse filter technique for the approximation of random excitation. The proposed algorithm only solves a low order 2-D AR system for the 2-D ARMA parameter. In contrast with Zhang and Cheng 's and Kizilkaya and Kayran's algorithms for 2-D ARMA parameter estimation, the proposed algorithm considers the noisy observation and is more suitable for practical applications. Moreover, the proposed algorithm has a fast speed due to a low computational cost. Simulation results show that the proposed algorithm can obtain more accurate estimates with a faster speed than the two algorithms. © 2009 Springer Berlin Heidelberg.