ARMA谱的高阶AR估计方法
THE HIGH-ORDER AR ESTIMATOR OF ARMA SPECTRUM
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摘要: 正 1.问题的提出 ARMA过程及其z变换可以表为
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Abstract: In this paper, the high-order AR estimator of ARMA power spectrum and the criterion of determing the order by whitening the noise of AR order are given. Due to the fact that the high-order AR estimator relates to problems of the ill-condition and the algorithmic robustness in numerical computation, the recursive algorithm of Householder transform is used to solve the high-order AR parameter estimation. The results obtained are satisfactory. -
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