Description: 利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序-The use of singular value decomposition- total least squares estimation of AR parameters of ARMA model and using the parameters of harmonic retrieval simulation program Platform: |
Size: 1024 |
Author:史龙 |
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Description: 一种用总体最小二乘法来估计ARMA模型的实例，在MATLAB中进行了仿真，附有MATLAB仿真程序-A total least squares method to estimate the ARMA model examples were carried out in the MATLAB simulation, with a MATLAB simulation program Platform: |
Size: 38912 |
Author:靳朝 |
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Description: 分析了噪声背景下实谐波过程ARMA模型系数之间的对称性,并以此为约束条件加入ARMA谱估计方法的求解过程中,从而提出了一种改进的正弦信号频率估计方法.理论分析与计算机仿真表明,对于低信噪比条件下的正弦信号参量估计,这一算法的精度与稳定性都优于仅使用总体最小二乘法(SVD-TLS)的ARMA谱估计方法.-Analysis of real harmonic process noise background symmetry between ARMA model coefficients, and as a constraint to join ARMA spectral estimation method solving process, and thus an improved method of sinusoidal frequency estimation. Theoretical analysis and Computer simulations show that under conditions of low SNR for sinusoidal signal parameter estimation, precision and stability of this algorithm are superior to only using total least squares method (SVD-TLS) for ARMA spectrum estimation methods. Platform: |
Size: 37888 |
Author:wangling |
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Search - total least squares svd