| AR估计滤波误差能量最小二乘递推法 |
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| 引用本文： | 陈晓青,孙希平.AR估计滤波误差能量最小二乘递推法[J].数据采集与处理,1998,13(3):251-254. |
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| 作者姓名： | 陈晓青 孙希平 |
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| 作者单位： | 湖北汽车工业学院电气工程系 |
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| 摘 要： | 利用滤波误差能量给出了一个新的最小二乘快速递推算法。数值试验表明，该算法计算稳定性好，对噪声不敏感，能快速递推到高阶模型，并将该算法同Ｍａｒｐｌｅ算法等作了比较。
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| 关 键 词： | 自回归模型 功率谱 最小二乘算法 递推滤波方法 |
A Filtering Error Energy Least Square Recursive Algorithm of AR Estimation |
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| Chen Xiaoqing,Sun Xiping,Tian Xinglei.A Filtering Error Energy Least Square Recursive Algorithm of AR Estimation[J].Journal of Data Acquisition & Processing,1998,13(3):251-254. |
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| Authors: | Chen Xiaoqing Sun Xiping Tian Xinglei |
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| Affiliation: | Chen Xiaoqing Sun Xiping Tian Xinglei Department of Electricity Engineering Hubei Automotive Industries Institute Shiyan,442002 |
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| Abstract: | AR estimation is a very important algorithm for model spectral estimation. This paper gives a new least squares fast recursive algorithm using filtering error energy. Numerical tests demonstrate that the algorithm has good computation stability and low sensitivity to noise. It can be deduced very fast to a high order AR model. It has been compared with the Marple algorithm and several numerical instances are given. |
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| Keywords: | AR model power spectral least square algorithm recursive filtering methods |
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