Two‐Dimensional Signal Analysis 2008
DOI: 10.1002/9780470611067.ch2
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2‐D Linear Stochastic Modeling

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“…At a fixed order, the parameters of θ QP M 1 ,M 2 , ∈ {1, 2}, are estimated thanks to minimization in the least-squares sense of prediction errors, see Ranganath and Jain (1985); Alata and Cariou (2008a). This procedure involves Yule-Walker equations and it is equivalent to the maximum likelihood estimation, when the random variables are Gaussian.…”
Section: -D Ar Modelmentioning
confidence: 99%
“…At a fixed order, the parameters of θ QP M 1 ,M 2 , ∈ {1, 2}, are estimated thanks to minimization in the least-squares sense of prediction errors, see Ranganath and Jain (1985); Alata and Cariou (2008a). This procedure involves Yule-Walker equations and it is equivalent to the maximum likelihood estimation, when the random variables are Gaussian.…”
Section: -D Ar Modelmentioning
confidence: 99%