2D maximum likelihood spectrum estimation using orthogonal 2D lattice filters

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2D maximum likelihood spectrum estimation using orthogonal 2D lattice filters

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Published

A new method to obtain the 2D ML spectrum estimation using recently developed orthogonal 2D lattice filters for AR modelling is reported. It is shown that the reciprocal of the 2D ML estimate is equal to the average of the reciprocals of the AR spectra obtained from the unended orthogonal forward or backward prediction error filters in the 2D AR lattice structure.

Inspec keywords: two-dimensional digital filters; lattice filters; spectral analysis; maximum likelihood estimation; autoregressive processes

Other keywords: AR model; forward prediction error; 2D maximum likelihood spectrum estimation; orthogonal 2D lattice filter; backward prediction error

Subjects: Digital filters; Signal processing and detection

References

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      • J. Capon . High-resolution frequency-wave number spectrum analysis. Proc. IEEE , 119 - 129
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      • A.H. Kayran . Two-dimensional orthogonal lattice structures for autoregressive modelingof random fields. IEEE Trans. Signal Process. , 4 , 963 - 978
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      • Burg, J.P.: `Maximum entropy spectral estimation', Proc. of the 37th Annual SEG Meeting, December 1967.
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      • J.P. Burg . The relationship between maximum entropy and maximum likelihoodspectra. Geophysics , 375 - 376
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      • J.S. Lim . (1990) Two-dimensional signal and image processing.
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