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Description: 计算ARMA(p，q)模型的功率谱密度。
形参说明：
b——双精度实型一维数组，长度为(q+1),存放ARMA(p，q)模型的滑动平均系数。
a——双精度实型一维数组，长度为(p+1),存放ARMA(p,q)模型的自回归系数。
q——整型变量,ARMA(p,q)模型的滑动平均阶数。
p——整型变量,ARMA(p,q)模型的自回归阶数。
sigma2——双精度实型变量,ARMA(p,q)模型白噪声激励的方差。
fs——双精度实型变量,采样频率(Hz)。
x——双精度实型一维数组,长度为len。当sign＝0时，存放功率谱密度；当sign＝
1时，存放用分贝表示的功率谱密度。
freq——双精度实型一维数组，长度为len。存放功率谱密度所对应的频率。
len——整型变量，功率谱密度的数据点数。
sign——整型变量,当sign＝0时，计算功率谱密度；当sign＝1时，计算用分贝表
示的功率谱密度。
-calculated ARMA (p, q) model of the power spectral density.- Participation : b-- double-precision real one-dimensional arrays, length (q 1), storage ARMA (p, q) model of the average coefficient of sliding. A-- double-precision real one-dimensional arrays, length (p 1), storage ARMA (p, q) model of regression coefficients. Q-- integer variables, ARMA (p, q) moving average model of order. P-- integer variables, ARMA (p, q) model of order since the reunification. Sigma2-- double precision real-type variables, ARMA (p, q) model white noise variance. Fs-- double precision real-type variables, sampling frequency (Hz). X-- double-precision real one-dimensional array, the length of len. When the sign = 0, storage power spectral density; When the sign = 1:00, storage decibel levels, said th
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Size: 23552 |
Author: lkz |
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Description: This function provides an ARMA spectral estimate which is maximum entropy satisfying correlation constraint (number of poles)and cepstrum
constrains (number of ceros)
The function requires 3 inputs: Input signal, Order of denonominator, Order of Numerator and the output variable are: numerator coeffients, denominator coeficients and square-root of input noise power.
ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix
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Size: 2048 |
Author: joy |
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Description: 利用AD976采一个陀螺仪的数据，从而计算出陀螺仪的方位角度。开发环境MSP430 IAR；-AD976 mining using a gyroscope data, in order to estimate the azimuth angle of the gyroscope. Development environments MSP430 IAR
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Size: 24576 |
Author: dajiang |
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Description: 运用于语音信号的高阶谱估计和分析，能够进行累计量和高阶矩计算！效果好！-Applied to high-end speech signal spectral estimation and analysis, to carry out high-order cumulant and moment calculation! Good!
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Size: 1024 |
Author: hujun |
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Description: 本程序可以完成功率谱估计中，ARMA模型的阶数估计-This procedure can be completed in the power spectrum estimation, ARMA model order estimate
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Size: 1024 |
Author: liuyuan |
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Description: ARMA模型建立程序，给出自相关序列，指定ARMA模型的P阶，Q阶参数，得出相应的参数值
function [bq ,ap]=armahat(rx,p,q)-ARMA model for the establishment of procedures, to come from related sequences, designated the P-order ARMA model, Q-order parameters, the corresponding parameter values derived function [bq, ap] = armahat (rx, p, q)
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Size: 1024 |
Author: 赵慧羲 |
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Description: 采用时间序列分析理论,利用实际测量的数据,建立了液浮陀螺随机漂移的ARMA模型。最终,为便于将模型应用于卡尔曼滤波器中,本文给出了一种实际可行的液浮陀螺漂移模型
-Using time series analysis theory, the use of actual measurement data, the establishment of a liquid floating gyro random drift of the ARMA model. Ultimately, in order to facilitate the model used in Kalman filter, this paper presents a practical solution floating gyro drift model
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Size: 51200 |
Author: 我爱 |
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Description: 针对ARMA的仿真源程序 对P, Q阶的求解-ARMA source for the simulation of P, Q-order solution
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Size: 2048 |
Author: 希 |
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Description: ARMA有理谱估计的阶数估计，用于估计用ARMA过程估计功率谱时要用几阶比较合适。-ARMA spectrum order estimation. It is used to compute the order of ARMA process that suited for signal estimation.
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Size: 1024 |
Author: yuzibin |
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Description: ARMA 谱估计的若干种方法，ESPRIT.m bayesc.m AR.m 参数估计，阶数估计等等共9个文件-ARMA spectral estimation of a number of ways, ESPRIT.m bayesc.m AR.m parameter estimation, the order is estimated that a total of 9 files, etc.
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Size: 13312 |
Author: 平凡 |
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Description: 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
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Size: 1024 |
Author: 天外天 |
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Description: 指定ARMA阶数p，q值 估计ARMA模型的参数值-ARMA order of the specified p, q value estimated ARMA model parameters
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Size: 1024 |
Author: francis |
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Description: ARMA模型的建模， 对数据进行的预处理，对模型进行了定阶，参数估计，检验，利用该模型对未来的数据进行了预测。-ARMA model modeling the data preprocessing, model order determination , parameter estimation , testing , using the model to predict future data
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Size: 4096 |
Author: wujianjun |
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Description: 一篇介绍ARMA时间序列模型定阶方法的文章，供大家参考。-a paper about order determination method for ARMA time series model .
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Size: 659456 |
Author: 雷柯 |
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Description: 用matlab 根据AIC准则确定arma模型阶数。-Matlab AIC criterion according to determine the arma model order number.
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Size: 11264 |
Author: 小子 |
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Description: 基于改进的ARMA模型 定阶预测方法，经过调试，程序能顺利运行-Improved ARMA model order prediction method, after debugging, the program can run smoothly
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Size: 1024 |
Author: 痕迹 |
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Description: 运用粒子群优化算法对ARMA(p,q)模型的阶数进行优化是可行的，且利用优化后的ARMA模型对航空发电机状态趋势进行分析的结果十分准确，与原始数据所表现出的航空发电机状态变化趋势基本一致。经计算，此时分析结果的平均相对误差较小，仅为1.38 ，与优化前构建的ARMA模型相比，平均相对误差降低0.23个百分点，优化效果明显。-Using particle swarm optimization algorithm to optimize the order of the ARMA (p, q) model is feasible, and the use of the results of the ARMA model optimized air generator status trends analysis is very accurate, and the raw data showed aviation the generator status consistent trend. Calculated analysis of the results, the average relative error is small, only 1.38 , compared with the the ARMA model built before optimization, average relative error is reduced by 0.23 percentage points, to optimize the effect is obvious.
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Size: 9216 |
Author: 鹿丸九 |
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Description: 利用遗传算法对ARMA(p,q)模型进行优化，减少人为因素在模型定阶过程的影响，通过构建基于遗传算法的ARMA(p,q)模型，确定ARMA模型的具体阶数，并对航空发电机的状态趋势进行分析。-ARMA (p, q) model to optimize the use of genetic algorithms to reduce the impact of human factors in the process of model order, by constructing ARMA (p, q) model based on genetic algorithms to determine the specific order of the ARMA model, and aviation generator state trend analysis.
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Size: 19456 |
Author: 鹿丸九 |
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Description: 一种ARMA过程的AR阶数确定新方法，涉及AR阶数定阶,MDL信息法则-A new method for AR order determination of an ARMA process
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Size: 390144 |
Author: 潘水洋 |
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Description: ARMA模型：用AIC方法定阶，以及模型参数识别。(ARMA model: the order of the AIC method, and the parameter identification of the model.)
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Size: 22528 |
Author: 小蘑菇12345 |
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