一种非递推ARMA谱估计方法的探讨  

Research of a Non-Recursive LS Method for ARMA Spectral Estimation

作　　者：刘实[1] 刘颖 

机构地区：[1]西安石油学院基础课部 [2]西北航空公司航修厂

出　　处：《西安石油学院学报》1990年第2期80-84,共5页Journal of Xi'an Petroleum Institute

摘　　要：本文提出一种ARMA谱估计的非递推最小二乘法。这种方法能预先确定模型阶数,并同时给出了参数估计的方差,计算量小于其它算法。数值计算结果表明本文方法的性能满足要求。A non-recursivr LS method for ARMA spectral estimation is presented in this paper. This method can determine the order of the model in advance and givr the variance of the error. So its computation work is much less than that of other methods. The efficiency of this method is illustrated with examples.

关 键 词：ARMA谱估计 最小二乘法 参数谱估计 

分 类 号：O241.2[理学—计算数学]