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LinearPredictor

于 2011-06-27 发布 文件大小:6031KB
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代码说明:

  一个线性预测的matlab仿真程序,先用模型生成原始信号(平稳随机过程),然后利用最小均方误差准则计算出预测系数,最后利用预测系数对原始信号进行预测(利用原始信号过去n个时刻的值预测当前时刻的值)。(This is a matlab program for linear prediction. First, we use all-pole model to generate a signal(stationary signal), then utilize the Minimum Mean-Square Error to compute the filter cofficient, at last we can use the filter cofficient to predict(use past n signal data to predict current signal data).)

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