一种低计算量的ARMA谱估计  

A New ARMA Spectral Estimation with Low Calculation

作　　者：曾凡鑫[1] 王兵[2] 

机构地区：[1]重庆通信学院 [2]空军工程学院

出　　处：《通信学报》1993年第6期80-82,共3页Journal on Communications

摘　　要：本文提出一种新的ARMA(p,q)谱估计方法,与Cadzow和Kay的谱估计方法相同,新方法只需确定ARMA模型的AR参数就可以获得ARMA的谱。但当采样数目N》p时,AR参数估计的计算量却比Cadzow和Kay的方法下降了大约50％。计算机仿真表明新方法的谱估计质量相似于Kay的谱估计质量。A new ARMA spectral estimation is introduced in this paper. The new method for obtaining AR-MA spectrum is the same as that of Cadzow and Kay, in other words, ARMA spectrum can be defined only by estimating AR parameters. But calculation for estimating AR parameters by the proposed method in this paper is about 50% as much as that by Cadzow's and Kay's method when sample number N and p satisfy N>>p. Simulations verify that the performance of the spectral estimation by the novel method is similar to that by Kay's method.

关 键 词：ARMA 谱估计 计算量 

分 类 号：TN911.1[电子电信—通信与信息系统]