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用LEVY法对系统进行参数辨识,利用实频响应与虚频特性来估计过程的传函。-LEVY method using the system parameter identification, the use of real and imaginary frequency characteristics of frequency response to estimate the process of transfer function.
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garchfit函数的用法,用于ARMA参数的拟合,给出参数的极大似然估计值。-The function of the usage of garchfit for ARMA parameter fitting, given the parameters of a great likelihood estimate.
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用MATLAB编写代码,在经济和金融中法对连续时间过程实现了封闭的最大似然估计方法-The code, written in MATLAB, implements the closed-form maximum-likelihood estimation method for continuous-time processes in economics and finance. First, the code maximizes the log-likelihood function and d
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利用LS-TLS算法估计ARMA模型中AR参数估计谱功率密度-Use LS-TLS algorithm to estimate the ARMA model parameter estimation AR spectral power density
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递推最小二乘算法能随着观测数据的更新逐次的估计出模型参数值,用新引入的数据对上一次估计的结果进行修正,从而递推地估计出下一个参数估计值。-The recursive least squares algorithm with successive estimation update observation data the model parameter values of an estimate of the results is modified by the introduction of
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双基地MIMO雷达参数估计中,运用MUSIC算法估计目标的到达角度-Bistatic MIMO radar parameter estimation, the use of MUSIC algorithm to estimate the target s arrival angle
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garch mle parameter estimate
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