Search - Yule walker matlab

[matlab] gonglvpuguji

Description: 各种功率谱估计算法!包括AR谱估计,BURG算法,YULE-WALK方程-various power spectrum estimation algorithm! Including AR spectral estimation, BURG algorithm, YULE-WALK equation
Platform: | Size: 2048 | Author: da niu | Hits:

[Special Effects] adsp3

Description: AR随机过程的建模，给定一个AR过程，对其进行建模，分别利用Yule-Walker方程和协方差法进行功率谱估计-AR random process modeling, given an AR process, its modeling, respectively, Yule-Walker equations and covariance method of power spectrum estimation
Platform: | Size: 13312 | Author: 无声泉 | Hits:

[Other] spectralanalysis

Description: 谱估计（建立二阶AR模型）、利用FFT求解功率谱估计、利用AR模型的Yule-Walker方程求解模型参数等-Spectral estimation (the establishment of second-order AR model), using FFT to solve the power spectrum estimation using AR model of Yule-Walker equation model parameters such as
Platform: | Size: 2048 | Author: chen | Hits:

[assembly language] chap08

Description: ex6_1 ～ ex6_3二项分布的随机数据的产生 ex6_4 ～ ex6_6通用函数计算概率密度函数值 ex6_7 ～ ex6_20常见分布的密度函数 ex6_21 ～ ex6_33随机变量的数字特征 ex6_34 采用periodogram函数来计算功率谱 ex6_35 利用FFT直接法计算上面噪声信号的功率谱 ex6_36 利用间接法重新计算上例中噪声信号的功率谱 ex6_37 采用tfe函数来进行系统的辨识，并与理想结果进行比较 ex6_38 在置信度为0.95的区间上估计有色噪声x的PSD ex6_39 在置信度为0.95的区间上估计两个有色噪声x，y之间的CSD ex6_40 用程序代码来实现Welch方法的功率谱估计 ex6_41 用Welch方法进行PSD估计，并比较当采用不同窗函数时的结果 ex6_42 用Yule-Walker AR法进行PSD估计 ex6_43 用Burg算法计算AR模型的参数 ex6_44 用Burg法PSD估计 ex6_45 比较协方差方法与改进的协方差方法在功率谱估计中的效果 ex6_46 用Multitaper法进行PSD估计 ex6_47 用MUSIC法进行PSD估计 ex6_48 用特征向量法进行PSD估计-ex6_1 ~ ex6_3 binomial distribution of the generated random data ex6_4 ~ ex6_6 generic function value of the probability density function ex6_7 ~ ex6_20 common distribution density function ex6_21 ~ ex6_33 figure characteristics of random variables periodogram function ex6_34 used to calculate the power spectrum ex6_35 direct method using FFT signal above the noise of the power spectrum ex6_36 recalculated using the indirect method on the example of the power spectrum of noise signal tfe function ex6_37 used for system identification, and results were compared with the ideal ex6_38 at 0.95 confidence interval for the estimated colored noise x on the PSD ex6_39 at 0.95 confidence interval of the two colored noise on the estimated x, y between the CSD ex6_40 code used to achieve the Welch method of power spectrum estimation Welch method ex6_41 with PSD estimates, and compare different window function when the results when ex6_42 using Yule-Walker AR method is esti
Platform: | Size: 7168 | Author: 张满超 | Hits:

[matlab] experiment2

Description: AR过程的线性建模与功率谱估计 Yule-Walker法(自相关法) 协方差法；(2) Burg方法；(3) 修正协方差法 -The linear AR process modeling and Yule-Walker power spectrum estimation method (autocorrelation method) covariance method (2) Burg method (3) modified covariance method
Platform: | Size: 168960 | Author: 王琴 | Hits:

[matlab] decon

Description: 地震资料中反褶积MATLAB数据处理包。包括了预测反褶积，脉冲反褶积，稀疏反褶积等。对于地震资料处理有极大实用价值。-Seismic data deconvolution MATLAB data processing package. Including predictive deconvolution, pulse deconvolution, such as sparse deconvolution. For the seismic data processing has great practical value.
Platform: | Size: 8192 | Author: jcm | Hits:

[File Format] leastsquares

Description: 1. 一般最小二乘法 3 1.1. 一次计算最小二乘算法 3 1.2. 递推最小二乘算法 3 2. 遗忘因子最小二乘算法 6 2.1. 一次计算法 6 2.2. 递推算法 6 3. 限定记忆最小二乘递推算法 9 4. 偏差补偿最小二乘法 11 5. 增广最小二乘法 13 6. 广义最小二乘法 15 7. 辅助变量法 17 8. 二步法 19 9. 多级最小二乘法 21 10. Yule-Walker辨识算法 23 Matlab程序附录 24 附录1、最小二乘一次计算法 24 附录2、最小二乘递推算法 25 附录3、遗忘因子最小二乘一次计算法 26 附录4、遗忘因子最小二乘递推算法 27 附录5、限定记忆最小二乘递推算法 29 附录6、偏差补偿最小二乘递推算法 31 附录7、增广最小二乘递推算法 32 附录8、广义最小二乘递推算法 34 附录9、辅助变量法 36 附录10、二步法 38 附录11、多级最小二乘法 39 附录12、Yule-Walker辨识算法 42 -Least Squares
Platform: | Size: 1110016 | Author: winwind | Hits:

[Data structs] ZXEC

Description: 各种最小二乘算法总结（算例及Matlab程序） 1、一般最小二乘算法的一次计算法和递推算法 2、遗忘因子最小二乘的一次算法和递推算法 3、限定记忆最小二乘递推算法 4、偏差补偿最小二乘算法 5、增广最小二乘 6、广义最小二乘 7、辅助变量法 8、二步法 9、多级最小二乘 10、Yule-Walker辨识算法（参考文献：过程辨识，方崇智，清华大学出版社，1988）-Summary of various least-squares algorithm (Matlab examples and procedures) a general least-squares algorithm is a calculation method and the recursive algorithm 2, a forgetting factor least squares algorithm and the recursive algorithm 3, limited memory least-squares recursive algorithm 4, a deviation of penalized least squares algorithms 5, 6 Extended Least Squares, Generalized Least Squares 7, supplementary variable method 8, 9, 2-step, multi-stage least-squares 10, Yule-Walker Identification Algorithm (see literature: the process of identification, Fang Chongzhi, Tsinghua University Press, 1988)
Platform: | Size: 1110016 | Author: | Hits:

[Communication-Mobile] pracsim-2

Description: 通信基本仿真2适合初学者学习的代码,包括了调制,分析等等:使用IIR filter的经典模拟滤波器（巴特沃斯Butterworth,切比雪夫Chebyshev）,Bartlett周期图谱，加窗Bartlett周期图谱，基带波形仿真，IIR的贝塞尔滤波器Bessel Filter，二进制对称信道Binary Symmetric Channel仿真，比特序列，Remez滤波，BPSK复合基带信号仿真，载波生成器，椭圆滤波器Elliptical Filter，FFT,FSK调制及解调，高斯噪声Gaussian仿真，直方图，理想AM，线性PLL，BP混淆器，理想MPSK，正交振幅调变（QAM，Quadrature Amplitude Modulation），正交相移键控(QPSK)，Rayleigh Noise瑞利噪声，Yule-Walker Psd功率谱密度函数。-matlab simulate2
Platform: | Size: 1762304 | Author: longliu | Hits:

[Communication-Mobile] pracsim-3

Description: 通信基本仿真3,适合初学者学习的代码,包括了调制,分析等等:使用IIR filter的经典模拟滤波器（巴特沃斯Butterworth,切比雪夫Chebyshev）,Bartlett周期图谱，加窗Bartlett周期图谱，基带波形仿真，IIR的贝塞尔滤波器Bessel Filter，二进制对称信道Binary Symmetric Channel仿真，比特序列，Remez滤波，BPSK复合基带信号仿真，载波生成器，椭圆滤波器Elliptical Filter，FFT,FSK调制及解调，高斯噪声Gaussian仿真，直方图，理想AM，线性PLL，BP混淆器，理想MPSK，正交振幅调变（QAM，Quadrature Amplitude Modulation），正交相移键控(QPSK)，Rayleigh Noise瑞利噪声，Yule-Walker Psd功率谱密度函数。-matlab simulte
Platform: | Size: 1659904 | Author: longliu | Hits:

[Algorithm] ywalker

Description: Yule-Walker in Matlab
Platform: | Size: 1024 | Author: ampicl | Hits:

[matlab] AR_Spectrum

Description: 适用于AR模型的功率谱估计，包括基于Yule-Walker方法估计序列功率谱以及基于最大熵方法的功率谱估计。-AR model for power spectrum estimation, including methods based on Yule-Walker power spectrum estimation sequence and the method based on maximum entropy power spectrum estimation.
Platform: | Size: 1024 | Author: 爱爱爱 | Hits:

[matlab] F1

Description: AR谱估计算法的matlab仿真，包括Yule-Walker方法、协方差方法、修正协方差方法和burg递推法等-AR spectral estimation algorithm matlab simulation, including the Yule-Walker method, covariance method, modified covariance method and the recursive law burg
Platform: | Size: 1024 | Author: lili | Hits:

[matlab] FFF12

[matlab] autoregressive_model

Description: this is an autoregressive model build in matlab with yule walker algorithm in a noisy channel
Platform: | Size: 1024 | Author: iwa | Hits:

[DSP program] dsp

Description: AR过程的线性建模与功率谱估计理解AR过程的产生机理，复习实验1估计自相关序列的方法。 2.利用估计出的自相关序列来求解信号的功率谱，即用周期图法来估计功率谱。 3.分别采用自相关法（Yule-Walker法），协方差法，Burg法，修正协方差法来估计功率谱，并与周期图法进行比较，分析性能孰优孰劣。 4.学习matlab在数字信号处理中的应用。 -Linear AR process modeling and power spectrum estimation
Platform: | Size: 69632 | Author: 陈述 | Hits:

[matlab] MeArModel

Description: MATLAB仿真实现AR模型，Yule-Walker 功率谱估计及AR模型频率响应-MATLAB simulation of the AR model, the Yule-Walker power spectrum estimation and the AR model frequency response
Platform: | Size: 2048 | Author: 黄忠 | Hits:

[matlab] final.m

Description: this is a matlab code for calculating AR parametre and white noise variance using Yule-Walker equations.
Platform: | Size: 1024 | Author: Delaram sadeghi | Hits:

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