Description: Least Square - ARMA 算法的MATLAB代码, 是频谱分析(通常是在高级DSP这门课中会用到的)的常用算法-Least Square-ARMA algorithm MATLAB code, Analysis of the spectrum (usually at the senior DSP This class will be used) to the commonly used algorithm Platform: |
Size: 899 |
Author:Frankie |
Hits:
Description: Least Square - ARMA 算法的MATLAB代码, 是频谱分析(通常是在高级DSP这门课中会用到的)的常用算法-Least Square-ARMA algorithm MATLAB code, Analysis of the spectrum (usually at the senior DSP This class will be used) to the commonly used algorithm Platform: |
Size: 1024 |
Author:Frankie |
Hits:
Description: 基于最小二乘法和奇异值-总体最小二乘法(SVD-TLS)的
ARMA模型谐波频率估计
-Based on the least square method and singular value- the overall least squares (SVD-TLS) of the ARMA model of harmonic frequency estimation Platform: |
Size: 1024 |
Author:wangcheng |
Hits:
Description: 分别用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果。包含实验目的，步骤，程序，结果，分析。-Least square method, respectively, and svd-tls on arma-power spectrum estimation process and the results of the comparison. Contains experimental purposes, steps, procedures, results, analysis. Platform: |
Size: 50176 |
Author:莫新康 |
Hits:
Description: SVDTLS仿真 已知参数下用最小二乘法估计观测数据的ARMA模型的AR参数-SVDTLS simulation parameters are known observational data with least square method to estimate the AR parameters of ARMA model Platform: |
Size: 183296 |
Author: |
Hits:
Description: 该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。-The program is known and the unknown parameters in the case of observational data with least square method to estimate the ARMA model of AR parameters of simulation. Platform: |
Size: 1024 |
Author:tiana |
Hits:
Description: 产生一个随机信号和两个不同频率但频率间隔很小的正弦信号，要求对两信号之和进行如下分析：
（1） 求该随机信号的自相关性系数、自相关函数，画出对应的图形；
（2） 利用不同的参数建模方法求出两个随机信号的功率谱；
（3） 利用极大似然估计、递推最小二乘法等常用的参数估计方法估计所建模型，包括AR模型、MA模型和ARMA模型的的参数，阶次自定；并与Matlab工具箱里的一些建模函数的运算结果进行比较；
（4） 利用陷波滤波和MUSIC滤波方法对该信号的频谱进行估计；
（5） 利用Wiener滤波、LMS滤波对该含噪声的正弦信号进行去噪声处理；
（6） 假设该信号是一个飞行器的某个方向的线位移信号，可否利用Kalman滤波对该信号进行滤波？
（7） 利用高阶谱理论对该信号进行谱估计和相应的AR模型、MA模型和ARMA模型估计；
（8） 利用小波变换（变换函数可以直接用Matlab里的函数）对该信号进行去噪声处理，并和前面的去噪声方法进行比较。
-Produce a random signal and two different frequency but frequency interval small sine signals, required to make the following analysis of two signals:
(1) for the random signal from the correlation coefficients, the autocorrelation function and draw the corresponding graphics
(2) make use of different parameters modeling method for out two random signal power spectrum
(3) using maximum likelihood estimation, recursive least square method and common parameters estimation method estimates that the model, including AR model, MA model and the parameters of the ARMA model we, order time decided oneself With Matlab toolbox and some of the modeling function is used compared the
(4) use trapped wave filter and MUSIC of the signal filter method of spectrum to estimate
(5) use Wiener filtering, LMS filtering on the sinusoidal signal with noise to noise treatment
(6) assumes the signal is a vehicle of a certain direction of displacement signal line, can you use Kalman filtering on the Platform: |
Size: 6144 |
Author:李思青 |
Hits:
Description: DecayWav.txt输入下冲激响应，应用最小二乘算法对ARMA模型参数进行估计-DecayWav.txt input impulse response, using the least square algorithm to estimate the parameters of the ARMA model Platform: |
Size: 1024 |
Author:夏森 |
Hits:
Description: 递推最小二乘拟合算法 用于实时拟合时间序列ARMA模型参数 例如 陀螺仪随机噪声 股票 交通等模型的参数拟合(Recursive least square fitting algorithm is used to fit the parameters of time series ARMA model, such as gyroscope, random noise, stock traffic and so on) Platform: |
Size: 12288 |
Author:btty
|
Hits:
Search - arma least square