| 因果非最小相位ARMA模型定阶与参数估计的实现 |
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| 引用本文： | 连兵,王宏禹.因果非最小相位ARMA模型定阶与参数估计的实现[J].大连理工大学学报,1994,34(5):600-605. |
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| 作者姓名： | 连兵 王宏禹 |
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| 作者单位： | Dept.of Electronics Engineering，DUT |
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| 摘 要： | 采用ＧＭ算法与两步法相结合的方法，进行因果非最小相位ＡＲＭＡ模型的参数估计，用ＳＶＤ法定阶，并给出了建模的实现步骤．计算机模拟实验的结果表明，本算法定阶准确，参数估值精度高，而且未增加计算量．
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| 关 键 词： | 参数估计 定阶 ARMA模型 |
Realization of order determination and parameter estimation of causal nonminnnum phase ARMA model |
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| Lian Bing,Wang Hongyu.Realization of order determination and parameter estimation of causal nonminnnum phase ARMA model[J].Journal of Dalian University of Technology,1994,34(5):600-605. |
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| Authors: | Lian Bing Wang Hongyu |
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| Abstract: | Parameter estimation of causal nonminimum phase ARMA model is carried out in a method that combines GM algorithm and tow-step method, Orders of the model are determined with SVD techniques. Realization steps of model construction are also given. As is indicated in the result of computer simulation , accurate order determination and high precision of parameter estimation are achieved without increasing the amount of calculation. |
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| Keywords: | autoregressive sliding models parameter estimation / causal nonminimum phase order determination |
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