Pattern Recognition, 4th Edition

AR Parameter Estimation

We have

Recalling the orthogonality condition from Chapter 3, in its two-dimensional generalization, we obtain that the minimum mean square error solution satisfies(7.35)

or(7.36)

where r(i,j) ≡ E[I(m, n)I(m - i, n − j)] is the two-dimensional autocorrelation sequence of the random field I(m, n). The set of equations in (7.36) constitutes a linear system of equations leading to the estimates of a(k, l). The associated matrix ...