一种分析和计算自相关函数估计的方法  

A Method for Analyzing and Calculating Autocorrelation Function Estimation

作　　者：陈绍荣 李晓毅 栗铁桩 徐舜 CHEN Shao-rong;LI Xiao-yi;LI Tie-zhuang;XU Shun(Communication Sergeants College,PLA Army Engineering University,Chongqing 400035,China)

机构地区：[1]陆军工程大学通信士官学校

出　　处：《通信技术》2019年第11期2641-2648,共8页Communications Technology

基　　金：重庆高校创新团队建设计划资助(No.KJTD201343)~~

摘　　要：揭示了自相函数估计的四个等价表示式,详细讨论了自相关函数估计的质量,给出了自相函数估计快速计算的步骤和方法。若平稳随机序列的均值和相关函数都具有遍历性,则称为各态历经过程。由于各态历经随机序列的一个样本函数经历了随机序列所有可能的状态,因此各态历经随机序列的这一特征,不仅具有实际意义,而且在应用中非常有用。通过对各态历经随机序列的一个样本函数的观测,利用有限的观测值就可以估计出随机序列的均值、方差、相关函数或功率谱。The four equivalent expressions of self-function estimation,are revealed,the quality of selfcorrelation function estimation discussed in detail,and the steps and methods for fast calculation of selffunction estimation also given.If the mean and correlation function of a stationary random sequence all have ergodicity,it is called each state going through the process.Since each sample function of a random sequence undergoes all possible states of the random sequence,this feature of each state through the random sequence is not only practical but also very useful in the application.By observing a sample function of each state ergodic random sequence,the mean,variance,correlation function or power spectrum of the random sequence can be estimated with limited observations.

关 键 词：自相函数估计 质量 快速计算 随机序列 样本函数 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]