Jm. Francos et B. Friedlander, PARAMETER-ESTIMATION OF 2-DIMENSIONAL MOVING AVERAGE RANDOM-FIELDS, IEEE transactions on signal processing, 46(8), 1998, pp. 2157-2165
This paper considers the problem of estimating the parameters of two-d
imensional (2-D) moving average random (MA) fields. We first address t
he problem of expressing the covariance matrix of nonsymmetrical half-
plane, noncausal, and quarter-plane MA random fields in terms of the m
odel parameters. Assuming the random field is Gaussian, we derive a cl
osed-form expression for the Cramer-Rao lower bound (CRLB) on the erro
r variance in jointly estimating the model parameters. A computational
ly efficient algorithm for estimating the parameters of the MA model i
s developed. The algorithm initially fits a 2-D autoregressive model t
o the observed field and then uses the estimated parameters to compute
the MA model. A maximum-likelihood algorithm for estimating the MA mo
del parameters is also presented. The performance of the proposed algo
rithms is illustrated by Monte-Carlo simulations and is compared with
the Cramer-Rao bound.