Abstract
ABSTRACTThis paper presents a new method for the causal quarter-plane region of support two-dimensional (2-D) moving average (MA) model parameter estimation. The new approach is based on approximation of 2-D MA by the 2-D AR model. To achieve this aim, the corresponding relations are extended to a 2-D case and the related algorithm is presented. In this method, a 2-D series with the MA model has been approximated by a 2-D AR model with higher order and then the parameters of the AR model are estimated by the new method that is presented. Then the relation between the parameters of the 2-D AR and 2-D MA model is obtained and finally by using this relation, the parameters of the 2-D MA model are obtained. Since the proposed method does not involve complex and time consuming matrix computations, it is computationally efficient. The presented method also has good accuracy in standard deviation and mean value; a fact that has been shown by applying this method to a numerical example and presenting the results of simulation.
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