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Two-dimensional ARMA model order determination

Authors
Journal
ISA Transactions
0019-0578
Publisher
Elsevier
Publication Date
Volume
48
Issue
3
Identifiers
DOI: 10.1016/j.isatra.2009.04.001
Keywords
  • Two-Dimensional Arma Model
  • Order Determination
  • Minimum Description Length (Mdl)
  • Instrumental Variable (Iv)
  • Correlation Matrix

Abstract

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 × p 2 quarter-plane (QP) support. Numerical simulations are presented to show the effectiveness of the proposed new approach.

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