Two-Dimensional Spectrum Estimation Using Noncausal Autoregressive Models

Govind Sharma, Rama Chellappa

Research output: Contribution to journalArticlepeer-review


Two-dimensional (2-D) spectrum estimation from raw data is of interest in signal and image processing. A parametric technique for spectrum estimation using 2-D noncausal autoregressive (NCAR) models is given. The NCAR models characterize the statistical dependency of the observation at location s on its neighbors in all directions. This modeling assumption reduces the spectrum estimation problem to two subproblems: the choice of appropriate structure of the NCAR model and the estimation of parameters in NCAR models. By assuming that the true structure of the NCAR model is known, we first analyze the existence and uniqueness of Gaussian maximum likelihood (GML) estimates of NCAR model parameters. Due to the noncausal nature of the models, the computation of GML estimates is burdensome. By assuming specific boundary conditions, computationally tractable expressions are obtained for the likelihood function. Expressions for the asymptotic covariance matrix of the GML estimates as well as the simultaneous confidence bands for the estimated spectrum using GML estimates are derived. Finally, the usefulness of the method is illustrated by computer simulation results.

Original languageEnglish (US)
Pages (from-to)268-275
Number of pages8
JournalIEEE Transactions on Information Theory
Issue number2
StatePublished - Mar 1986
Externally publishedYes

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences


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