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SVDcode
- 利用一般最小二乘法和SVD-TLS方法 进行AR参数估计和正弦波频率估计 -use of general and the least-squares method SVD-TLS AR method parameter estimates and the estimated frequency sine wave
LS-TLS
- LS和TLS算法原理及其Matlab仿真,未知的参数向量 常可以建模成矩阵方程 ,A和b分别是与观测数据有关的系数矩阵的向量。通过使误差的平方和最小来确定参数估计向量 。所求得的估计成为最小二乘估计 -LS and TLS Algorithm and its Matlab simulation, the unknown constant parameter vector into a matrix equation can be modeled, A and b are coefficien
svd-code
- svd分析的例子,程序,生成数据,预处理,分析-SVD analysis of the examples, procedures, generating data, pretreatment, analysis
AR
- 用AR模型估计信号的功率谱的仿真:分别用svd-TLS的方法,4阶AR模型,100阶AR模型仿真信号-With the AR model to estimate the power spectrum of the simulation: each method of using svd-TLS, 4-order AR model, AR model order of 100 simulated signal