Two-dimensional ARMA model order determination

ISA Trans. 2009 Jul;48(3):247-53. doi: 10.1016/j.isatra.2009.04.001. Epub 2009 May 7.

Abstract

Determination of the order of a model is the key first step towards modeling any dynamic systems, particularly two-dimensional processes. In this paper, a new method for two-dimensional (2-D) Gaussian ARMA model order determination is proposed. In the proposed method, the AR and MA orders are first independently determined, then the procedure for model order determination of the 2-D ARMA model is outlined. The model is assumed to be causal, stable, linear, and spatial shift-invariant with p(1) x p(2) quarter-plane (QP) support. Numerical simulations are presented to show the effectiveness of the proposed new approach.

MeSH terms

  • Algorithms*
  • Computer Simulation
  • Feedback
  • Models, Statistical*
  • Normal Distribution