• 论文 • 上一篇    下一篇

ARMA参数的一种线性估计法

刘晓松,杨志超   

  1. 昆明工学院 ;昆明工学院
  • 出版日期:1988-01-20 发布日期:1988-01-20

刘晓松,杨志超. ARMA参数的一种线性估计法[J]. 数值计算与计算机应用, 1988, 9(1): 15-21.

A LINEAR ESTIMATION METHOD FOR ARMA PARAMETERS

  1. Liu Xiao-song;Yang Zhi-chao Mechanical Engineering Department Kunming Institute of Technology
  • Online:1988-01-20 Published:1988-01-20
对一个平稳随机过程来说,可以用差分方程来建立数学模型。一般可建立自回归(AR)、滑动平均(MA)、自回归滑动平均(ARMA)三种模型。自回归模型的表示式为
A linear method for estimating the parameters of an ARMA model is presented. First,the order and the original parameters of the model are given by using the relationship betweenthe Green function and its inverse function. Then the linear least squares method is used toidentify the precision parameters.
()

[1] S. M. Pandit, S. M. Wu, Time Series and System Analysis with Application, John Wiley and Sons (1983) .
[2] 杨叔子,平稳时间序列的数学模型及其阶的确定的讨论,华中工学院学报,15:5(1983) pp 9-14.
[3] D. Graupe, D. J. Krause, J. B. Moore, Identification of Antoregressive Moving-Arerage Parameters ofTimc Series, IEEE Transaction vol AC-20(1975) , pp104--106.
[4] 陆洁人,陈衍仪,自回归一滑动平均模式的高准确度谱估值,南京工学院学报,NO.2(1982) pp.72-89.
[5] I. S. Konvalinka, M. R. Matausek, Simultaneous Estimation of Poles and Zeros in Speech Anafysis and ITIF-Iterative Inverse Fillering Algorithm, IEEE Transaction Vol ASSP-27 No. 5(1979) , pp. 485-492.
No related articles found!
阅读次数
全文


摘要