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

一种用总体最小二乘法来估计ARMA模型的实例，在MATLAB中进行了仿真，附有MATLAB仿真程序-A total least squares method to estimate the ARMA model examples were carried out in the MATLAB simulation, with a MATLAB simulation program

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