An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models

ByoungSeon Choi · IEEE Transactions on Signal Processing · 1999

An order-recursive algorithm is proposed to solve the 3-D Yule-Walker equations of causal 3-D AR models. It is computationally efficient and can be easily transformed into a computer program. Moreover, it can be utilized to determine the orders of a causal 3-D AR process.

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