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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
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Author: lkz |
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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
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Size: 13820 |
Author: 无声泉 |
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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 。
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Size: 2634 |
Author: bj |
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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
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Size: 2048 |
Author: da niu |
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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
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Size: 5680128 |
Author: justadish |
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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.
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Size: 2048 |
Author: bj |
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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).
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Size: 1024 |
Author: enhom |
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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
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Size: 7168 |
Author: 张满超 |
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Description: Example of power spectral density with yule-walker and Burg method.
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Size: 1024 |
Author: artsil |
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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
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Size: 168960 |
Author: 王琴 |
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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.
.......
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Author: jack |
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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)
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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
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Size: 1986560 |
Author: longliu |
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Description: Yule-Walker in Matlab
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Size: 1024 |
Author: ampicl |
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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
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Size: 1024 |
Author: Xu Liping |
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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
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Size: 1024 |
Author: 默默 |
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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.
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Size: 1024 |
Author: 爱爱爱 |
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Description: 用yule-walker设计IIR滤波器-design IIR
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Size: 2048 |
Author: 米莱 |
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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
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Size: 1024 |
Author: 沈思杰 |
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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
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Size: 1024 |
Author: MacChauncey |
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