Description: Simulation using Matlab and the overall least squares least squares estimate assumptions simulated observation data are generated, where 0 mean, unit variance Gaussian white noise, take n = 1,2 ,.... 128. Try TLS, take AR order of 4, estimated AR parameters and the sine wave frequency then SVD-TLS, estimated AR parameters and the sine wave frequency. (1), in the simulation, AR order is taken as 4 and 6. (2), when the implementation of SVD-TCS, AR is unknown. Simulation run at least twenty times.
- [SVD-TLS] - The use of singular value decomposition-
- [PAST2] - Based on the projection approximation su
- [svdtls] - SVD-TLS algorithm for parameter estimati
- [whytls] - Plus a Gaussian white noise of the two s
- [qiyizhifenjie] - SVD noise reduction various signal proce
File list (Check if you may need any files):
SVDTLS.m
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