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[Mathimatics-Numerical algorithmsyulewalker

Description: 现代谱估计用莱文森-德宾(Levinson-Durbin)算法求解尤利-沃克(Yule-Walker)方程。 形参说明: r:双精度实型一维数组,存放Yule-Walker方程的元素r(0),r(1),...r(p)。 p:AR模型阶数。 a:AR模型系数a(0),a(1),...a(p)。 v:预测误差功率- The modern spectrum estimated (Levinson-Durbin) the algorithm solves with 鑾辨枃妫?- the German guests especially benefits - 娌冨厠 (Yule-Walker) the equation. The shape senate explained that, R: The double precision solid unidimensional array, deposits Yule-Walker the equation element r (0), r (1).. r (p). P:AR model step number. A:AR model coefficient a (0), a (1).. a (p). V: Forecasts the erroneous power
Platform: | Size: 23753 | Author: lkz | Hits:

[Special Effectsadsp3

Description: AR随机过程的建模,给定一个AR过程,对其进行建模,分别利用Yule-Walker方程和协方差法进行功率谱估计-AR random process modeling, given an AR process, its modeling, respectively, Yule-Walker equations and covariance method of power spectrum estimation
Platform: | Size: 13820 | Author: 无声泉 | Hits:

[Special EffectsNJNUAYAARPOWER

Description: marburg.c 用Burg算法求AR模型的参数。 mar1psd.c 由AR模型参数得到功率谱。 maryuwa.c 用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。
Platform: | Size: 2634 | Author: bj | Hits:

[matlabgonglvpuguji

Description: 各种功率谱估计算法!包括AR谱估计,BURG算法,YULE-WALK方程-various power spectrum estimation algorithm! Including AR spectral estimation, BURG algorithm, YULE-WALK equation
Platform: | Size: 2048 | Author: da niu | Hits:

[OtherYUlE-online

Description: 宁波娱乐在线城市,丰富的内容版块,强大的后台管理平台-Ningbo entertainment online city, rich in content sections, a strong background management platform
Platform: | Size: 5680128 | Author: justadish | Hits:

[Special EffectsNJNUAYAARPOWER

Description: marburg.c 用Burg算法求AR模型的参数。 mar1psd.c 由AR模型参数得到功率谱。 maryuwa.c 用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。 -marburg.c using Burg algorithm for AR model parameters. mar1psd.c by the AR model parameters obtained power spectrum. Levinson algorithm maryuwa.c with Yule-Walker equation in order to get rank AR model parameters.
Platform: | Size: 2048 | Author: bj | Hits:

[WaveletMARYUWA

Description: 用Levinson算法求解Yule-Walker方程以得到p阶AR模型的参数a(1)……a(n-1)。-Levinson algorithm using Yule-Walker equation in order to obtain p-order AR model parameters a (1) ... ... a (n-1).
Platform: | Size: 1024 | Author: enhom | Hits:

[assembly languagechap08

Description: ex6_1 ~ ex6_3二项分布的随机数据的产生 ex6_4 ~ ex6_6通用函数计算概率密度函数值 ex6_7 ~ ex6_20常见分布的密度函数 ex6_21 ~ ex6_33随机变量的数字特征 ex6_34 采用periodogram函数来计算功率谱 ex6_35 利用FFT直接法计算上面噪声信号的功率谱 ex6_36 利用间接法重新计算上例中噪声信号的功率谱 ex6_37 采用tfe函数来进行系统的辨识,并与理想结果进行比较 ex6_38 在置信度为0.95的区间上估计有色噪声x的PSD ex6_39 在置信度为0.95的区间上估计两个有色噪声x,y之间的CSD ex6_40 用程序代码来实现Welch方法的功率谱估计 ex6_41 用Welch方法进行PSD估计,并比较当采用不同窗函数时的结果 ex6_42 用Yule-Walker AR法进行PSD估计 ex6_43 用Burg算法计算AR模型的参数 ex6_44 用Burg法PSD估计 ex6_45 比较协方差方法与改进的协方差方法在功率谱估计中的效果 ex6_46 用Multitaper法进行PSD估计 ex6_47 用MUSIC法进行PSD估计 ex6_48 用特征向量法进行PSD估计-ex6_1 ~ ex6_3 binomial distribution of the generated random data ex6_4 ~ ex6_6 generic function value of the probability density function ex6_7 ~ ex6_20 common distribution density function ex6_21 ~ ex6_33 figure characteristics of random variables periodogram function ex6_34 used to calculate the power spectrum ex6_35 direct method using FFT signal above the noise of the power spectrum ex6_36 recalculated using the indirect method on the example of the power spectrum of noise signal tfe function ex6_37 used for system identification, and results were compared with the ideal ex6_38 at 0.95 confidence interval for the estimated colored noise x on the PSD ex6_39 at 0.95 confidence interval of the two colored noise on the estimated x, y between the CSD ex6_40 code used to achieve the Welch method of power spectrum estimation Welch method ex6_41 with PSD estimates, and compare different window function when the results when ex6_42 using Yule-Walker AR method is esti
Platform: | Size: 7168 | Author: 张满超 | Hits:

[matlabExample(Yule_Burg)

Description: Example of power spectral density with yule-walker and Burg method.
Platform: | Size: 1024 | Author: artsil | Hits:

[matlabexperiment2

Description: AR过程的线性建模与功率谱估计 Yule-Walker法(自相关法) 协方差法;(2) Burg方法;(3) 修正协方差法 -The linear AR process modeling and Yule-Walker power spectrum estimation method (autocorrelation method) covariance method (2) Burg method (3) modified covariance method
Platform: | Size: 168960 | Author: 王琴 | Hits:

[DSP programDsp_c

Description: dsp算法40例,包括fft、滤波器、谱运算等 1. 将模拟滤波器转变为数字滤波器。 2. 由得到幅频响应 。 3. 用Burg算法求AR模型的参数。 4. 由AR模型参数得到功率谱。 5. 用Levinson算法求解Yule-Walker方程以得到 阶AR模型的参数 。 6. 实现双线性Z变换。 7. 设计巴特沃斯模拟低通滤波器,求出转移函数 。 8. 设计切比雪夫I型模拟低通滤波器,求出转移函数 。 9. 直接由定义求 点复序列 的DFT 。 10.利用经典的Cooley-Tukey基2算法求复序列 的DFT 。 -dsp algorithms 40 cases, including the fft, filter, spectrum operations, etc. 1. Analog filters into digital filters. 2. Amplitude-frequency response by obtained. 3. Burg algorithm for AR model with the parameters of demand. 4. AR model parameters obtained from the power spectrum. 5. Levinson algorithm using Yule-Walker equations to get the first-order AR model parameters. 6. The bilinear Z transform to achieve. 7. Design of Butterworth analog low-pass filter, find the transfer function. 8. Design of Chebyshev-I analog low-pass filter, find the transfer function. 9. Directly from the definition of point complex sequence of DFT. 10. The use of the classic Cooley-Tukey radix-2 algorithm is seeking re-sequence of DFT. .......
Platform: | Size: 59392 | Author: jack | Hits:

[Data structsZXEC

Description: 各种最小二乘算法总结(算例及Matlab程序) 1、一般最小二乘算法的一次计算法和递推算法 2、遗忘因子最小二乘的一次算法和递推算法 3、限定记忆最小二乘递推算法 4、偏差补偿最小二乘算法 5、增广最小二乘 6、广义最小二乘 7、辅助变量法 8、二步法 9、多级最小二乘 10、Yule-Walker辨识算法 (参考文献:过程辨识,方崇智,清华大学出版社,1988)-Summary of various least-squares algorithm (Matlab examples and procedures) a general least-squares algorithm is a calculation method and the recursive algorithm 2, a forgetting factor least squares algorithm and the recursive algorithm 3, limited memory least-squares recursive algorithm 4, a deviation of penalized least squares algorithms 5, 6 Extended Least Squares, Generalized Least Squares 7, supplementary variable method 8, 9, 2-step, multi-stage least-squares 10, Yule-Walker Identification Algorithm (see literature: the process of identification, Fang Chongzhi, Tsinghua University Press, 1988)
Platform: | Size: 1110016 | Author: | Hits:

[Communication-Mobilepracsim1

Description: 通信基本仿真,适合初学者学习的代码,包括了调制,分析等等:使用IIR filter的经典模拟滤波器(巴特沃斯Butterworth,切比雪夫Chebyshev),Bartlett周期图谱,加窗Bartlett周期图谱,基带波形仿真,IIR的贝塞尔滤波器Bessel Filter,二进制对称信道Binary Symmetric Channel仿真,比特序列,Remez滤波,BPSK复合基带信号仿真,载波生成器,椭圆滤波器Elliptical Filter,FFT,FSK调制及解调,高斯噪声Gaussian仿真,直方图,理想AM,线性PLL,BP混淆器,理想MPSK,正交振幅调变(QAM,Quadrature Amplitude Modulation),正交相移键控(QPSK),Rayleigh Noise瑞利噪声,Yule-Walker Psd功率谱密度函数。-Butterworth Chebyshev
Platform: | Size: 1986560 | Author: longliu | Hits:

[Algorithmywalker

Description: Yule-Walker in Matlab
Platform: | Size: 1024 | Author: ampicl | Hits:

[matlabY-W

Description: Yule—Walker方程构造信号的AR模型,Burg递推算法计算不同阶数的预测器系数-Yule-Walker equation for constructing the signal of AR model, Burg recursive algorithm to calculate the number of different order predictor coefficient
Platform: | Size: 1024 | Author: Xu Liping | Hits:

[AlgorithmYule-Walker

Description: 一个求解线性方程组的实例,(产生高斯白噪声、计算自相关函数值、解线性方程组)。-Yule-Walker
Platform: | Size: 1024 | Author: 默默 | Hits:

[matlabAR_Spectrum

Description: 适用于AR模型的功率谱估计,包括基于Yule-Walker方法估计序列功率谱以及基于最大熵方法的功率谱估计。-AR model for power spectrum estimation, including methods based on Yule-Walker power spectrum estimation sequence and the method based on maximum entropy power spectrum estimation.
Platform: | Size: 1024 | Author: 爱爱爱 | Hits:

[matlabIIR-by-yule-walker

Description: 用yule-walker设计IIR滤波器-design IIR
Platform: | Size: 2048 | Author: 米莱 | Hits:

[matlabYule-Walker

Description: 本程序采用宽带AR模型的Yule-Walker法的功率谱进行谱估计的-The program uses broadband AR model method Yule-Walker power spectrum estimation spectrum
Platform: | Size: 1024 | Author: 沈思杰 | Hits:

[matlabYule-Walker

Description: AR模型谱估计,AR模型Y_W方法实现,Yule-Walker算法,谱估计方法-AR model spectrum estimation, AR model Y_W method implementation, Yule-Walker algorithm, spectral estimation method
Platform: | Size: 1024 | Author: MacChauncey | Hits:
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