Time-frequency-autoregressive random processes: modeling and fast parameter estimation.
Michael JachanGerald MatzFranz HlawatschPublished in: ICASSP (6) (2003)
Keyphrases
- information extraction
- parameter estimation
- autoregressive
- random fields
- markov random field
- maximum likelihood
- model selection
- least squares
- non stationary
- moving average
- em algorithm
- random field models
- expectation maximization
- gaussian markov random field
- parameter estimation algorithm
- image analysis
- sar images
- markov chain
- wavelet transform
- multiresolution
- feature extraction
- clustering algorithm