Recursive solution and stability conditions for 2-D least-squares modeling and stabilization problems

Abstract Least-squares autoregressive modeling and the planar least-squares inverse (PLSI) stabilization are problems of interest in two-dimensional signal processing. We attempt to unify the treatment of these two problems by showing that both can be transformed into a one-dimensional problem and efficiently solved by means of a recursive Cholesky factorization algorithm. The development of this algorithm permits us also to introduce sufficient conditions to ensure the stability of the model or of the PLSI. Furthermore, the recursive nature of the algorithm provides insight into the choosing of the order of the model or of the PLSI, and the shape of the support for the coefficients. To illustrate the efficiency of the algorithm and the use of the stability conditions, modeling and stabilization examples are given.