自回归滤波器的设计

介绍了滤波器设计中近代谱估计法的基本思想，重点分析了自回归（AR）模型、以及模型参数与自相关函数、功率谱之间的关系。通过Levinson—Durbin递推算法来确定自回归模型的系数，并给出AR模型阶数的算法。用递推公式得到滤波器的输出。经过分析得出结论：自回归模型的参数估计计算简单，具有递推特性，适合表示很窄的频谱。

Design of an Auto Regression Model Filter

The theory of modern spectrum estimation in the design of filter is introduced in this paper,mainly about the auto-regression(AR) model,and the relationship between the model parameters with correlation function and power spectrum.Levinson-Durbin recursive algorithm is applied to decide the parameters of the auto-regression model.The method to calculate auto-regression model order is also provided.The output of the filter is obtained by recurrence formula.The analysis shows that the operation quantity of the Levinson-Durbin recursive algorithm is low with recurrence feature,and it is suitable for narrow band frequency.