A numerical algorithm for stable 2D autoregressive filter design

@article{Woerdeman2003ANA,
  title={A numerical algorithm for stable 2D autoregressive filter design},
  author={Hugo J. Woerdeman and Jeffrey S. Geronimo and Glaysar Castro},
  journal={Signal Processing},
  year={2003},
  volume={83},
  pages={1299-1308}
}
Based on previous theoretical results we present in this paper a global estimation scheme for solving the stable 2D autoregressive filter problem. The different algorithms are based on the traditional Newton method and on the log barrier method that is employed in semi-definite programming. The Newton method is the faster one but the barrier method ensures that the iterates stay in the cone of positive semidefinites. In addition, a numerical test for the existence of a stable factorization of a… CONTINUE READING

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