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spectralanalysis
- 谱估计(建立二阶AR模型)、利用FFT求解功率谱估计、利用AR模型的Yule-Walker方程求解模型参数等-Spectral estimation (the establishment of second-order AR model), using FFT to solve the power spectrum estimation using AR model of Yule-Walker equation model parameters such as
ARmodel
- 生成一个正弦信号,使用levinson-durbin算法和最终预测阶数准则FPE估计其AR模型的阶数,并且通过解Yule-Walker方程求得AR模型的参数,进而求得该正弦信号的功率谱-Generating a sinusoidal signal, using levinson-durbin algorithm to predict the order and final order of the criteria FPE estimates its AR model and AR model
modern-spectral-estimation
- 现代谱估值中YULE-Walker法,Levision-durbin法与ARMA法比较,以及与经典谱估值的比较。-Compared with the classical spectrum valuation modern spectrum valuation YULE-Walker law, comparative law and Levision-durbin ARMA method, as well.
periodestimate
- 利用周期图法进行谱估计,与利用Levinson-Durbin递推法求解Yule-walker方程进行比较-Use periodogram spectral estimation method, and solution Yule-walker equation and Levinson-Durbin recursion method comparison