ARMA譜的高階AR估計(jì)方法
THE HIGH-ORDER AR ESTIMATOR OF ARMA SPECTRUM
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摘要: 正 1.問(wèn)題的提出 ARMA過(guò)程及其z變換可以表為
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關(guān)鍵詞:
Abstract: In this paper, the high-order AR estimator of ARMA power spectrum and the criterion of determing the order by whitening the noise of AR order are given. Due to the fact that the high-order AR estimator relates to problems of the ill-condition and the algorithmic robustness in numerical computation, the recursive algorithm of Householder transform is used to solve the high-order AR parameter estimation. The results obtained are satisfactory. -
S. M. Kay and S. L. Marple, Proc. IEEE, 69(1981), 1380-1413.[2]B. Friedlander, IEEE Trans. on IT, IT-28(1982), 259-263.[3]J. Cadzow, IEEE Trans, on ASSP, ASSP-28(1980), 524-9.[4]S. M. Kay, ibid., ASSP-28(1980), 585-8.[5]D. G. Childers, Ed.,Modern Spectrum Analysis, IEEE Press, New York, 1978, pp. 34-48.[6]馮康等,數(shù)值計(jì)算方法,國(guó)際工業(yè)出版社,1978,第255-8頁(yè).[7]黃俊欽,張繼志,儀器儀表學(xué)報(bào),5(1984),336-42.[8]黃俊欽,余輝里.一種新的AR譜估計(jì)算法,全國(guó)數(shù)字信號(hào)處理學(xué)術(shù)會(huì)議論文集,承德,1984.[9]張啟人,系統(tǒng)測(cè)辯導(dǎo)論,四川省自動(dòng)化學(xué)會(huì),湖南自動(dòng)化學(xué)會(huì),湖南系統(tǒng)工程學(xué)會(huì)聯(lián)合出版,1982,第154-8頁(yè). -
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