Description: 现代谱估计用莱文森-德宾(Levinson-Durbin)算法求解尤利-沃克(Yule-Walker)方程。
形参说明：
r:双精度实型一维数组，存放Yule-Walker方程的元素r(0),r(1),...r(p)。
p:AR模型阶数。
a:AR模型系数a(0),a(1),...a(p)。
v:预测误差功率- The modern spectrum estimated (Levinson-Durbin) the algorithm
solves with 鑾辨枃妫?- the German guests especially benefits - 娌冨厠
(Yule-Walker) the equation. The shape senate explained that, R: The
double precision solid unidimensional array, deposits Yule-Walker the
equation element r (0), r (1).. r (p). P:AR model step number. A:AR
model coefficient a (0), a (1).. a (p). V: Forecasts the erroneous
power Platform: |
Size: 23753 |
Author:lkz |
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Description: marburg.c
用Burg算法求AR模型的参数。
mar1psd.c
由AR模型参数得到功率谱。
maryuwa.c
用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。
-marburg.c using Burg algorithm for AR model parameters. mar1psd.c by the AR model parameters obtained power spectrum. Levinson algorithm maryuwa.c with Yule-Walker equation in order to get rank AR model parameters. Platform: |
Size: 2048 |
Author:bj |
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Description: 该程序源码能够很好地用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。-The program source code can be very good with Levinson algorithm Yule-Walker equation in order to get rank AR model parameters. Platform: |
Size: 1024 |
Author:wangzugao |
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Description: 用Levinson算法求解Yule-Walker方程以得到p阶AR模型的参数a（1）……a（n-1）。-Levinson algorithm using Yule-Walker equation in order to obtain p-order AR model parameters a (1) ... ... a (n-1). Platform: |
Size: 1024 |
Author:enhom |
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Description: lms算法的仿真和yule_walker方程的仿真。这两种算法都是随机信号处理的有效方法。-lms algorithm yule_walker of the simulation and the simulation equations. These two algorithms are effective random signal processing methods. Platform: |
Size: 1024 |
Author:lmy |
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Description: dsp算法40例,包括fft、滤波器、谱运算等
1． 将模拟滤波器转变为数字滤波器。
2． 由得到幅频响应 。
3． 用Burg算法求AR模型的参数。
4． 由AR模型参数得到功率谱。
5． 用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。
6． 实现双线性Z变换。
7． 设计巴特沃斯模拟低通滤波器，求出转移函数 。
8． 设计切比雪夫I型模拟低通滤波器，求出转移函数 。
9． 直接由定义求 点复序列 的DFT 。
10．利用经典的Cooley-Tukey基2算法求复序列 的DFT 。
-dsp algorithms 40 cases, including the fft, filter, spectrum operations, etc.
1. Analog filters into digital filters.
2. Amplitude-frequency response by obtained.
3. Burg algorithm for AR model with the parameters of demand.
4. AR model parameters obtained from the power spectrum.
5. Levinson algorithm using Yule-Walker equations to get the first-order AR model
parameters.
6. The bilinear Z transform to achieve.
7. Design of Butterworth analog low-pass filter, find the transfer function.
8. Design of Chebyshev-I analog low-pass filter, find the transfer function.
9. Directly from the definition of point complex sequence of DFT.
10. The use of the classic Cooley-Tukey radix-2 algorithm is seeking re-sequence of DFT.
....... Platform: |
Size: 59392 |
Author:jack |
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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: |
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Author: |
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Description: Yule—Walker方程构造信号的AR模型,Burg递推算法计算不同阶数的预测器系数-Yule-Walker equation for constructing the signal of AR model, Burg recursive algorithm to calculate the number of different order predictor coefficient Platform: |
Size: 1024 |
Author:Xu Liping |
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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 |
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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 |
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Description: this drives a motor based on speaker and speech recognition using mfcc algorithm for speaker recognition and yule walker based power spectrum analysis to perform speech recognition,also uses vqsplit algorithm to reduce data set computation. Platform: |
Size: 759808 |
Author:nakul |
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Description: 生成一个正弦信号，使用levinson-durbin算法和最终预测阶数准则FPE估计其AR模型的阶数，并且通过解Yule-Walker方程求得AR模型的参数，进而求得该正弦信号的功率谱-Generating a sinusoidal signal, using levinson-durbin algorithm to predict the order and final order of the criteria FPE estimates its AR model and AR model parameters obtained by solving the Yule-Walker equations, and then obtain the power spectrum of the sinusoidal signal Platform: |
Size: 1024 |
Author:刘瑞杰 |
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