平稳随机信号AR模型的一种新观点  

NEW VIEWPOINT ABOUT AR MODEL FOR STATIONARY RANDOM SIGNAL

作　　者：罗智中[1] 郭厚焜[1] 

机构地区：[1]华东交通大学机电工程学院,南昌330013

出　　处：《振动与冲击》2005年第3期78-81,i008,共5页Journal of Vibration and Shock

摘　　要：从平稳随机信号自相关的准周期性对AR模型进行了深入研究,提出平稳随机信号AR模型的一种新观点,即认为平稳随机信号的AR模型的成立不应基于信号熵原理,而应基于其自相关的准周期性,论文以此为基础,导出了许多熵原理AR模型无法得到的性质。A new viewpoint about classical AR model of random signal is presented after profoundly analyzing quasicyclic property of autocorrelation of random signal. It is concluded that AR model for stationary random signal should be estabilshed based on quasicyclic property instead of signal entropy. Lots of properties which are usually very difficult to be induced while utilizing concept of signal entropy are also brought forward.

关 键 词：平稳随机信号 AR模型 准周期性 自相关 熵原理 

分 类 号：TN911.7[电子电信—通信与信息系统] O753.3[电子电信—信息与通信工程]