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FPE

于 2008-09-12 发布文件大小:212KB

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说明：按FPE定阶的源程序：fpe.cpp M序列：M序列.txt 白噪声：Gauss.txt 程序中先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。程序运行结果如下： n: 1 判断阶次FPE的值: 0.0096406 -0.481665 1.07868 n: 2 判断阶次FPE的值: 0.00875755 -0.446739 0.00498181 1.07791 0.0527289 n: 3 判断阶次FPE的值: 0.0087098 -0.459433 0.120972 -0.0569228 1.07814 0.0390757 0.116982 n: 4 判断阶次FPE的值: 0.000396884 -0.509677 0.4501 -0.200906 0.0656188 1.07991 -0.0156362 0.442989 0.0497236 n: 5 判断阶次FPE的值: 3.2095e-007 -1.18415 0.813123 -0.517862 0.34881 -0.116864 1.07999 -0.744141 0.474462 -0.253112 0.122771 n: 6 判断阶次FPE的值: 3.23349e-007 -1.14659 0.76933 -0.487651 0.329676 -0.10377 -0.00440907 1.07999 -0.703574 0.447253 -0.235282 0.113587 0.00479688 从以上结果可以看出，当n=5时，fpe值最小，所以这时的模型阶次和参数估计值为最优结果： 3.2095e-007 -1.18415 0.813123 -0.517862 0.34881 -0.116864 1.07999 -0.744141 0.474462 -0.253112 0.122771(err)

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