ARMA 序列及其功率谱估计若干新的理论和方法  

Some new theories and approaches of ARMA series and it's spectral estimation

作　　者：李志华[1] 

机构地区：[1]大连海事大学航海科学技术研究所

出　　处：《大连海事大学学报》1997年第4期93-97,共5页Journal of Dalian Maritime University

摘　　要：在介绍了ＡＲＭＡ序列与功率谱的基础上，论述了ＡＲ模型定阶与参数估计的ＳＶＤ－ＴＬＳ算法，以及ＭＡ模型定价与参数估计和ＡＲＭＡ过程自相关序列的计算．n this paper are discussed the new theories and approaches of ARMA series and spectral estimation. The new approaches of ARMA series analysis, Cadzow and Kaveh spectral estimation, the SVDTLS approach for AR model set grand and parameter estimation, MA model set grand and parameter estimation, and the computer of ARMA process autocorrelation series are prestnted for further study and research.

关 键 词：功率谱 谱估计 ARMA序列 信号处理 SVD-TLS算法 

分 类 号：TN911.7[电子电信—通信与信息系统]