Location:
Search - AR Levinson
Search list
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 |
Hits:
Description: AR模型参数确定后计算出功率谱, 用Levision_Durbin 算法
Platform: |
Size: 1465 |
Author: 严敏 |
Hits:
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 。
Platform: |
Size: 2634 |
Author: bj |
Hits:
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 。
Platform: |
Size: 1079 |
Author: wangzugao |
Hits:
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）。
Platform: |
Size: 1078 |
Author: enhom |
Hits:
Description:
Platform: |
Size: 23552 |
Author: lkz |
Hits:
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:
Description: AR模型参数确定后计算出功率谱, 用Levision_Durbin 算法-AR model parameters were calculated to determine the power spectrum, using Levision_Durbin algorithm
Platform: |
Size: 1024 |
Author: 严敏 |
Hits:
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 |
Hits:
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 |
Hits:
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 |
Hits:
Description: AR模型谱估计算法，对初涉AR模型谱估计的同学有很大的帮助，可以了解到其基本的模型构造和其谱估计的迭代步骤。-AR model spectrum estimation algorithm, the AR model spectrum estimation初涉students have a lot of help, it can be seen that the basic model structure and its spectral estimation iterative steps.
Platform: |
Size: 1024 |
Author: 李勇 |
Hits:
Description: AR模型估计的levinson算法和burg算法程序-AR model estimation algorithm levinson algorithm and procedures burg
Platform: |
Size: 1024 |
Author: mw |
Hits:
Description: 包含数字信号处理 基于AR模型的几种算法
BURG算法，YULEWALKER算法，LEVINSON算法-Includes digital signal processing based on the AR model algorithm BURG Algorithms, YULEWALKER algorithm, LEVINSON algorithm
Platform: |
Size: 5120 |
Author: 张强 |
Hits:
Description: 使用时间序列分析AR方法对油价进行分析，以及预测。采用BIC准则进行判阶，最小二乘法进行参数估计-AR time series analysis using the method of price analysis and forecasting. BIC criteria used sentence order, the least square method for parameter estimation
Platform: |
Size: 4096 |
Author: wangerzhu |
Hits:
Description: 用Matlab程序实现P阶Levinson-Durbin算法。以一个2阶自回归模型（参数为b0=1, a1=0, a2=0.81）和一个2阶滑动平均模型（参数为b0=1, b1=1, b2=1）为例，选取观测数据长度为1000，分别用一个AR(2)模型和一个AR(10)阶模型来估计其功率谱。设激励信号模型的高斯白噪声的均值为0，方差为1。用Levinson-Durbin算法迭代计算AR模型参数，并用估计出的AR模型参数画出观测信号的功率谱。并对Levinson-Durbin算法的性能进行分析。-Write a small MATLAB program that implements the pthorder Levinson-Durbin (L-D). Run/Test the program using a AR(2) process (b0=1,a1=0, a2=0.81) and an MA(2) (bn=1,1,1) process-about 1000 samples. Use L-D with p=2 (for the AR) and 10 (for the MA). Plot the AR spectra produced in the two cases with L-D. List the direct form and the reflection coefficients in a table. Profile the L-D (total number of computations for a pthorder
Platform: |
Size: 3072 |
Author: zf |
Hits:
Description: 功能描述：用matlab语言实现Levinson-Durbin算法
函数名：Levinson_Durbin_Algo
输入参数：
(1)R:自相关矩阵或者其估计值
(2)P:AR模型的阶数
输出参数：
(1)A:p阶AR模型的参数,它是一个长度为P+1的行向量
(2)E:噪声功率
调用函数：无
被调用：L_D_sim.m
作者：mingcheng
编写时间：2009-11-13
修改时间：2009-11-13
版本：V1.0 -Function Description: The matlab language Levinson-Durbin algorithm function name: Levinson_Durbin_Algo Input parameters: (1) R: correlation matrix or its estimated value (2) P: AR model orders output parameters: (1) A: p-order AR model parameters, it is a line of length P+1 vector (2) E: noise power call the function: No to be called: L_D_sim.m Study: mingcheng write time :2009-11-13 modified :2009-11-13 version: V1.0
Platform: |
Size: 1024 |
Author: 赵明诚 |
Hits:
Description: 用Levinson方法实现功率谱密度的估计。在N=1024条件下调试程序过程中用Levinson-Durbin快速递推法得出的图形不稳定，每次调试结果都不大相同，AR模型的阶次应选择在N/3<P<N/2之间，式中的N是记录的数据长度，这样可以得到高分辨率的估计谱，并且很少出现伪峰。-Levinson method used to achieve power spectral density estimate. Commissioning conditions under N = 1024 program process using Levinson-Durbin fast recursive method to get the graphics instability, not quite the same results every time debugging, AR model should be selected in the order of N/3 <P<N/2之间，式中的N是记录的数据长度，这样可以得到高分辨率的估计谱，并且很少出现伪峰。
Platform: |
Size: 4096 |
Author: 王兵 |
Hits:
Description: LEVINSON-DURBIN算法的应用：基于Y-L公式的一个实验，AR模型，内含有levinson-durbin实现的matlab源码-LEVINSON-DURBIN algorithm applications: an experimental YL-based formula, AR model, containing levinson-durbin realize matlab source
Platform: |
Size: 181248 |
Author: liujl |
Hits:
Description: 各种信号处理方法包括AR music burg tls levinson等算法(kinds of signal processing methods include AR music burg tls levinson and other algorithms)
Platform: |
Size: 2048 |
Author: 别当路人甲 |
Hits: