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AR模型参数估计、阶数确定准则,功率谱计算方法等

于 2020-11-30 发布
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AR模型的谱估计是现代谱估计的主要内容:1.AR模型的Yule—Walker方程和Levinson-Durbin递推算法;Burg算法:;3.改进的协方差法;AR模型阶数P的选择:MATLAB中AR模型的谱估计的函数说明:1. Pyulear函数:2. Pburg函数:3. Pcov函数:4.Pmcov:

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