| 高分辨率ARMA模型谱估计的一种快速算法 |
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| 引用本文： | 程捷,周兆经,胡博.高分辨率ARMA模型谱估计的一种快速算法[J].中国计量学院学报,1992(1). |
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| 作者姓名： | 程捷 周兆经 胡博 |
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| 作者单位： | 中国计量学院电学计量系，中国计量学院电学计量系，中国计量学院电学计量系 |
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| 摘 要： | 本文通过对C参数估计式的推导,论述了一种用ARMA模型的AR参数和自相关函数来估计C参数的方法,克服了在估计MA参数时常规迭代算法的复杂性,从而使得ARAM模型谱估计算法比较简便,仿真结果表明本文论述的算法具有计算量小,分辨率高的优点。
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| 关 键 词： | 谱估计 ARMA模型 AR模型 最大熵 |
A Fast Algorithm for the High Resolution ARMA Model Spectrum Estimation |
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| Cheng Jie,Zhou Zhaojing,Hu Bo Dept. of Electrical Measurement.A Fast Algorithm for the High Resolution ARMA Model Spectrum Estimation[J].Journal of China Jiliang University,1992(1). |
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| Authors: | Cheng Jie Zhou Zhaojing Hu Bo Dept of Electrical Measurement |
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| Affiliation: | Cheng Jie;Zhou Zhaojing;Hu Bo Dept. of Electrical Measurement |
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| Abstract: | Based on the deduction of the C parameter estimation,a new method to estimate C parameters from the AR parameters of the ARMA model and the auto-related function is pro- posed. The method reduces the computation complexity of the conventional iterative algorithms in MA parameter estimation,thus makes the algorithm of ARMA model spectrum estimation simpler. Computer simulation indicates that the proposed method has the merit of little computation and high resolution. |
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| Keywords: | Spectrum Estimation ARMA Model AR Model Maximum Entropy |
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