Abstract
The author studies parametric estimation of 2-D autoregressive models using the least squares method. The analysis is concentrated on the frequency domain accuracy of the estimated models. First results for the accuracy of the parameter estimates are discussed. The estimates are asymptotically Gaussian distributed. The variance of the estimated model evaluated in the frequency domain can be expressed using these results for the parameters. This, however, gives no insight of the dependence on the true transfer function. An illuminating result is obtained if one lets the model order tend to infinity. The limiting results show good correspondence with Monte-Carlo simulations even for small data sets, using low model orders.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
