自回歸模型的時(shí)變小波包分解
TIME-VARYING WAVELET PACKETS DECOMPOSITION FOR AR MODEL
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摘要: 該文提出了一種基于動(dòng)態(tài)規(guī)劃的時(shí)變小波包分解算法。利用此算法進(jìn)行小波包分解可以解決以往分解算法如單樹算法無法進(jìn)行時(shí)頻分解而雙樹算法只能進(jìn)行二叉樹分解的問題。通過對(duì)時(shí)變自回歸模型的分解仿真實(shí)驗(yàn),表明在處理時(shí)變信號(hào)方面,此分解算法比其它算法更具有靈活性。
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關(guān)鍵詞:
- 小波包; 動(dòng)態(tài)規(guī)劃; 時(shí)頻分解
Abstract: Based on dynamic programming, a time-varying wavelet packets decomposition algorithm is proposed. Using this algorithm, the problems, that the single tree algorithm cannot adapt to nonstationary signals and the double tree algorithm has strict binary restriction, are solved. Simulation results varify that this algorithm is more flexible than the others in time-varying signal processing. -
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