Description: 采用matlab编写的Levinson Durbin 算法,具有可运行的程序,代码中提供了详细的注释,程序最后会将系数收敛的结果打印出来。该程序适合于需要学习和编写LD算法的人使用。-Matlab prepared using Levinson Durbin algorithm, has the operational procedures, the code provides detailed annotations, the program will be the final result of the convergence coefficient print them. The program is suitable for study and preparation required of the person using the LD algorithm. Platform: |
Size: 1024 |
Author:杨思科 |
Hits:
Description: 功能描述:用matlab语言实现Levinson-Durbin算法
函数名:Levinson_Durbin_Algo
输入参数:
(1)R:自相关矩阵或者其估计值
(2)P:AR模型的阶数
输出参数:
(1)A:p阶AR模型的参数,它是一个长度为P+1的行向量
(2)E:噪声功率
调用函数:无
被调用:L_D_sim.m
作者:mingcheng
编写时间:2009-11-13
修改时间:2009-11-13
版本:V1.0 -Function Description: The matlab language Levinson-Durbin algorithm function name: Levinson_Durbin_Algo Input parameters: (1) R: correlation matrix or its estimated value (2) P: AR model orders output parameters: (1) A: p-order AR model parameters, it is a line of length P+1 vector (2) E: noise power call the function: No to be called: L_D_sim.m Study: mingcheng write time :2009-11-13 modified :2009-11-13 version: V1.0 Platform: |
Size: 1024 |
Author:赵明诚 |
Hits: