SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Minimum Eigenvalue Based 3-D AR Model Order Selection

Author(s)

Brahim Aksasse	Déprtement d’informatique, FSTE Errachidia, BP 509 Boutalamine 52000 Maroc, LASIS-LAPS UMR 5131 CNRS-TOTAL, ENSEIRB Bordeaux I, France
Youssef Stitou	ESI-LAPS UMR 5131, ENSEIRB Bordeaux I, BP 99, 33402 TALENCE Cedex France
Yannick Berthoumieu	ESI-LAPS UMR 5131, ENSEIRB Bordeaux I, BP 99, 33402 TALENCE Cedex France, LASIS-LAPS UMR 5131 CNRS-TOTAL, ENSEIRB Bordeaux I, France
Mohamed Najim	ESI-LAPS UMR 5131, ENSEIRB Bordeaux I, BP 99, 33402 TALENCE Cedex France, LASIS-LAPS UMR 5131 CNRS-TOTAL, ENSEIRB Bordeaux I, France

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Abstract

This paper deals with the problem of three-dimensional AutoRegressive (3-D AR) model order estimation. Especially, we develop a practical algorithm to estimate the 3-D AR order (p1,p2,p3) corresponding to the Quarter-Space (QS) region of support. The proposed method is derived from the minimum description length (MDL) criterion and uses the minimum eigenvalue of the covariance matrix of the underlying 3-D Gaussian process. Numerical simulations are presented to illustrate the performances of the new proposed algorithm and compare it with a recently developed method.