ARMA-cepstrum recursion algorithm for the estimation of the MA parameters of 2-D ARMA models

Kizilkaya A., Kayran A. H.

MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING, vol.16, no.4, pp.397-415, 2005 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 16 Issue: 4
  • Publication Date: 2005
  • Doi Number: 10.1007/s11045-005-4126-3
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.397-415
  • Keywords: 2-D ARMA model, quarter-plane region of support, real cepstrum, 2-D MA parameter estimation, real-valued homogeneous random fields, SPECTRAL ESTIMATION, NONCAUSAL BLURS, IDENTIFICATION, RESTORATION, FIELDS, IMAGES
  • Istanbul Technical University Affiliated: Yes


This paper considers the problem of estimating the moving average (MA) parameters of a two-dimensional autoregressive moving average (2-D ARMA) model. To solve this problem, a new algorithm that is based on a recursion relating the ARMA parameters and cepstral coefficients of a 2-D ARMA process is proposed. On the basis of this recursion, a recursive equation is derived to estimate the MA parameters from the cepstral coefficients and the autoregressive (AR) parameters of a 2-D ARMA process. The cepstral coefficients are computed benefiting from the 2-D FFT technique. Estimation of the AR parameters is performed by the 2-D modified Yule-Walker (MYW) equation approach. The development presented here includes the formulation for real-valued homogeneous quarter-plane (QP) 2-D ARMA random fields, where data are propagated using only the past values. The proposed algorithm is computationally efficient especially for the higher-order 2-D ARMA models, and has the advantage that it does not require any matrix inversion for the calculation of the MA parameters. The performance of the new algorithm is illustrated by some numerical examples, and is compared with another existing 2-D MA parameter estimation procedure, according to three performance criteria. As a result of these comparisons, it is observed that the MA parameters and the 2-D ARMA power spectra estimated by using the proposed algorithm are converged to the original ones.