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ARMA 模型最大似然估计MATLAB例程
- ARMA 模型最大似然估计MATLAB例程,ARMA model maximum likelihood estimation
SVD-TLS.rar
- 利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序,The use of singular value decomposition- total least squares estimation of AR parameters of ARMA model and using the parameters of harmonic retrieval simulation program
ARMA
- 使用VC++对大量数据进行ARMA模型拟合,参数估计,检验-Use VC++ on the large amount of data ARMA model fitting, parameter estimation, testing
ARMA
- 基于matlab语言环境下的ARMA模型的参数估计 -Matlab language environment based on the ARMA model parameter estimation
用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果
- 分别用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果。包含实验目的,步骤,程序,结果,分析。-Least square method, respectively, and svd-tls on arma-power spectrum estimation process and the results of the comparison. Contains experimental purposes, steps, procedures, results, analysis.
ARMA
- ARMA spectrum estimation
fangzhen1_tls
- ARMA谱估计-AR参数估计的总体最小二乘法-ARMA spectral estimation-AR parameter estimation of the overall least square method
TLS
- 基于最小二乘法和奇异值-总体最小二乘法(SVD-TLS)的 ARMA模型谐波频率估计 -Based on the least square method and singular value- the overall least squares (SVD-TLS) of the ARMA model of harmonic frequency estimation
DSP_C-MATLAB-FORTRAN
- 含有《数字信号处理-理论、算法与实现》一书中所涉及到的绝大部分算法,DSP_FORTRAN, DSP_C和DSP_MATLAB。DSP_FORTRAN和DSP_C各含有约40个信号处理的子程序。 用C语言编写的MA模型、ARMA模型及最小方差谱估计三个算法程序.-Contain " Digital Signal Processing- Theory, Algorithm and implementation of" one book relates to the v
ARMA
- ARMA谱估计算法,A RMA谱估计算法,A RMA谱估计算法,A RMA谱估计算法,A RMA谱估计算法,A RMA谱估计算法,ARMA谱估计算法,-ARMA spectral estimation algorithm, ARMA spectral estimation algorithm, ARMA spectral estimation algorithm, ARMA spectral estimation algorithm, ARMA spectral estimation algor
ref
- matlab实现的AR功率谱估计,ARMA功率谱估计。-matlab realized AR power spectrum estimation, ARMA power spectrum estimation.
armaorder
- ARMA有理谱估计的阶数估计,用于估计用ARMA过程估计功率谱时要用几阶比较合适。-ARMA spectrum order estimation. It is used to compute the order of ARMA process that suited for signal estimation.
ARMA_Example
- 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.
5956452ARMAandARandMA
- 利用ARMA、AR、MA模型,以及周期图等进行系统参数估计-The use of ARMA, AR, MA model, as well as the periodogram estimation of system parameters such as
program
- 根据ARMA模型中Kaveh谱估计方法用C++求出仿真观测数据的功率谱密度-According to Kaveh ARMA model spectral estimation method using C++ simulation of the observation data obtained power spectral density
ARMA
- arma parameter estimation
ARMA
- 基于ARMA的功率谱估计,用于目标功率谱的获取-Based on the spectral estimation ARMA, used to target the power spectrum
matlab_code_for_arma_spectrum_estimation
- arma模型的matlab谱估计实现,较详细-arma model spectrum estimation matlab implementation
arma
- ARMA模型的建模, 对数据进行的预处理,对模型进行了定阶,参数估计,检验,利用该模型对未来的数据进行了预测。-ARMA model modeling the data preprocessing, model order determination , parameter estimation , testing , using the model to predict future data
ARMA
- 这个程序采用现代谱估计的ARMA参数模型算法对信号的功率谱做了估计(The program uses the ARMA parameter model algorithm of modern spectral estimation to estimate the power spectrum of the signal.)