Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
％ Baddour s work: \"Autoregressive modeling for fading channel simulation\"-Program to simulate using Rayleigh fading a p-th order autoregressive model AR (p) accord % ing to Baddour's work : "autoregressive modeling for fading channel's imulation " Platform: |
Size: 1088 |
Author:cqj |
Hits:
Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: \"Autoregressive modeling for fading channel simulation\", IEEE Transaction on Wireless Communications, July 2005. Platform: |
Size: 1169 |
Author:Feng |
Hits:
Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
％ Baddour s work: "Autoregressive modeling for fading channel simulation"-Program to simulate using Rayleigh fading a p-th order autoregressive model AR (p) accord % ing to Baddour's work : "autoregressive modeling for fading channel's imulation " Platform: |
Size: 1024 |
Author:cqj |
Hits:
Description: 用二阶自回归（AR2）模型估计信号的瞬时频率-Using second-order autoregressive (AR2) model estimates the instantaneous frequency signal Platform: |
Size: 1024 |
Author:刘清艳 |
Hits:
Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: "Autoregressive modeling for fading channel simulation", IEEE Transaction on Wireless Communications, July 2005.-Program to simulate Rayleigh fading using a p-th order autoregressive model AR (p) according to Baddour s work: Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005. Platform: |
Size: 1024 |
Author:Feng |
Hits:
Description: 二阶自回归信号模型AR（2） 希望能对大家有用 献给大家了-Signal model of second-order autoregressive AR (2) useful for all of us hope that we all have had a dedicated Platform: |
Size: 97280 |
Author:fangxiao |
Hits:
Description: 本文对@:AB及其衍变模型进行了分析和总结，提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估，作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
-In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model. Platform: |
Size: 89088 |
Author:月到风来AA |
Hits:
Description: 利用AR模型仿真瑞利衰落信道，可用为信道建模做参考-Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) Platform: |
Size: 1024 |
Author:Potter |
Hits:
Description: 该算法用于自回归输入模型，是一种迭代的算法。其基本思想是基于对数据先进行一次滤波处理，后利用普通最小二乘法对滤波后的数据进行辨识，进而获得无偏一致估计。但是当过程的输出信噪比比较大或模型参数较多时，这种数据白色化处理的可靠性就会下降，辨识结果往往会是有偏估计。数据要充分多，否则辨识精度下降。模型阶次不宜过高。初始值对辨识结果有较大影响。-The algorithm used for autoregressive input model, it is a kind of iterative algorithm. The basic idea is based on data to conduct a filtering processing, after using ordinary least square method to identify the data filter, and then obtain unbiased consensus estimates. But when the process output signal-to-noise ratio is larger or model parameters are too, this kind of data white processs reliability will drop, identification results tend to be biased estimate. Data should fully, otherwise the identification accuracy down. Model order time shoulds not be too high. Initial value to identification results have great influence on. Platform: |
Size: 1024 |
Author:张鹏 |
Hits:
Description: 依据《Autoregressive modeling for fading channel simulation》一文，基于P阶AR模型仿真瑞利衰落-Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: Autoregressive modeling for fading channel simulation . Platform: |
Size: 1024 |
Author:Potter |
Hits:
Description: 一老外写的采用p阶AR模型实现的瑞利衰落matlab仿真程序，参考文献为 Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005. -Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
Baddour s work: Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005. Platform: |
Size: 1024 |
Author:王新宇 |
Hits:
Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
Baddour s work: Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005.
-Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
Baddour s work: Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005.
Platform: |
Size: 1024 |
Author:amar |
Hits:
Description: 开环系统参数辨识，带遗忘因子的递推最小二乘估计法（FFRLS)，系统为单入单出的CAR(带控制量的自回归模型）模型,三阶系统-Open-loop system parameter identification, recursive least squares estimation method with forgetting factor (FFRLS), SISO system of CAR (with a controlled amount of autoregressive model) model, third-order system Platform: |
Size: 1024 |
Author:zhenzhiguang |
Hits:
Description: This program is to simulate the Rayleigh fading channels using a p-th order autoregressive model AR(p) Platform: |
Size: 1024 |
Author:tunghua
|
Hits:
Description: The code allows to estimate the Clarck model by maximum likelihood. It is assumed that the series has 2 unobservable components: a trend and a cycle. In the case of the trend, an autoregressive process of order 2 is assumed and for the case of the cycle a random walk is assumed. An example is made with the data of Peru Platform: |
Size: 1604 |
Author:franciscososasotomayor123 |
Hits:
Description: This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab and it is used to model variance of returns in S&P 500 and returns of Latin American countries. Platform: |
Size: 891606 |
Author:franciscososasotomayor123 |
Hits:
Description: 运用Python的数组和矩阵操作模拟验证一阶自回归模型中，自回归系数OLS估计量的有限样本偏差问题。(Python array and matrix operations are used to simulate and verify the finite sample bias of OLS estimator of autoregressive coefficient in the first-order autoregressive model.) Platform: |
Size: 53248 |
Author:hualailai |
Hits:
Search - autoregressive model order