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Extension of the schur-cohn stability test for 2-d ar quarter-plane model

Extension of the schur-cohn stability test for 2-d ar quarter-plane model

Alata O., Najim M., Ramananjarasoa C., Turcu F.
IEEE Transactions on Information Theory, Volume 49, Number 11, pages 3099- 3106 - Novembre 2003
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The Schur-Cohn test plays an essential role in checking the stability of one-dimensional (1D) random processes such as autoregressive (AR) models, via the so-called reflection coefficients, partial correlations, or Schur-Szego coefficients. In the context of two-dimensional (2D) random field modeling, one of the authors recently proposed a 2D AR quarter-plane model representation using 2D reflection coefficients estimated by a fast recursive adaptive algorithm. Based on such 2D reflection coefficients, we can therefore derive two necessary stability conditions for a 2D AR quarter-plane model. One of these conditions can be considered as an extension of the Schur-Cohn stability criterion based on the 2D reflection coefficients.

BibTex references

@Article{ANRT2003_1309,
author = {Alata, O. and Najim, M. and Ramananjarasoa, C. and Turcu, F.},
title = {Extension of the schur-cohn stability test for 2-d ar quarter-plane model.},
journal = {IEEE Transactions on Information Theory},
number = {11},
volume = {49},
pages = {3099- 3106},
month = {Novembre},
year = {2003},
keywords = {2-D causal AR model, lattice representation, reflection coefficients matrices, Schur-Cohn stability test},
url = {http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?isnumber=27922\&arnumber=1246037\&count=34\&index=30},
}