A model-based approach for estimation of two-dimensional maximum entropy power spectra

Abstract

A stochastic model-based approach is presented for estimation of the two-dimensional maximum entropy power spectrum (MEPS) from given finite uniform array data. The method consists of fitting an appropriate two-dimensional noncausal Gaussian-Markov random field (GMRF) model to the given data using the maximum likelihood (ML) technique for parameter estimation. The nonlinear criterion function used for ML estimation is similar in structure to the function arising in the deterministic approach of Lang and McClellan. The model-based approach provides new insights into the two-dimensional MEPS estimation problem. For example, using the asymptotic normality of ML estimates, we derive simultaneous confidence bands for the estimated MEPS. It turns out that when the true correlations are generated by a noncausal GMRF model, the two-dimensional MEPS can be obtained by solving linear equations. This approach also suggests techniques for realizing two-dimensional GMRF models from the given correlation data. Several numerical examples are given to illustrate the usefulness of the approach.