时间序列的基本模型的参数估计和预测 以及和谱分析的方法的相关程序-Copyright (c) 2009, Piet M T Broersen All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

ARMA 谱估计的若干种方法，ESPRIT.m bayesc.m AR.m 参数估计，阶数估计等等共9个文件-ARMA spectral estimation of a number of ways, ESPRIT.m bayesc.m AR.m parameter estimation, the order is estimated that a total of 9 files, etc.

分析了噪声背景下实谐波过程ARMA模型系数之间的对称性,并以此为约束条件加入ARMA谱估计方法的求解过程中,从而提出了一种改进的正弦信号频率估计方法.理论分析与计算机仿真表明,对于低信噪比条件下的正弦信号参量估计,这一算法的精度与稳定性都优于仅使用总体最小二乘法(SVD-TLS)的ARMA谱估计方法.-Analysis of real harmonic process noise background symmetry between ARMA model coefficients, and a

介绍了现代谱估计中常用的几种方法，如ARMA模型，MUSIC等-a material for studing spectrum estimation