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svdtls

于 2021-03-27 发布 文件大小:1KB
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  SVD-TLS算法进行参数估计,本文用SVD-TLS算法估计观测信号的功率谱,步骤如下: (1) 计算样本相关函数矩阵R的SVD,并存储奇异值和矩阵V (2) 确定R的有效秩,本文使用的是归一化奇异值法来求有效秩 (3) 用总体最小二乘法估计参数 (SVD-TLS algorithm for parameter estimation, this paper observed SVD-TLS algorithm estimates the signal power spectrum, the following steps: (1) Calculate the sample correlation function matrix R, SVD, and store singular values and matrix V (2) to determine R, effective rank, this is normalized using the singular value method to be effective rank (3) The total least squares method to estimate the parameters)

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svdtls.m,669,2009-11-09

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