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chap08
- ex6_1 ~ ex6_3二项分布的随机数据的产生 ex6_4 ~ ex6_6通用函数计算概率密度函数值 ex6_7 ~ ex6_20常见分布的密度函数 ex6_21 ~ ex6_33随机变量的数字特征 ex6_34 采用periodogram函数来计算功率谱 ex6_35 利用FFT直接法计算上面噪声信号的功率谱 ex6_36 利用间接法重新计算上例中噪声信号的功率谱 ex6_37 采用tfe函数来进行系统的辨识,并与理想结果进行比较 ex6_38 在置信度为0
PSD_Burg
- 用Burg法进行功率谱预测的函数,对信号建立AR模型递推估计-Burg method with projected power spectrum function, the signal is estimated that the establishment of recursive AR model
codes
- 基于累计量的奇异值-总体最小二乘法求AR参数 用奇异值-总体最小二乘法求AR参数 一般最小二乘法求AR参数 根据AR参数和自相关函数以及AR阶数用Cadzow谱估计子求出频谱密度-Based on the cumulative amount of singular value- total least squares method for AR parameter using singular value- total least squares method for AR parameter
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.
SVDTLS
- 用SVD-TLS法进行的AR参数估计并用Cadzow谱估计子估计出信号的功率谱密度。-With the SVD-TLS method of AR parameter estimation and spectral estimation Cadzow child with estimated signal power spectral density.
L_D
- 用Matlab程序实现P阶Levinson-Durbin算法。以一个2阶自回归模型(参数为b0=1, a1=0, a2=0.81)和一个2阶滑动平均模型(参数为b0=1, b1=1, b2=1)为例,选取观测数据长度为1000,分别用一个AR(2)模型和一个AR(10)阶模型来估计其功率谱。设激励信号模型的高斯白噪声的均值为0,方差为1。用Levinson-Durbin算法迭代计算AR模型参数,并用估计出的AR模型参数画出观测信号的功率谱。并对Levinson-Durbin算法的性能进行分析。-
AP
- 该文件描述AR过程的线性建模与功率谱估计-The document describes the linear AR process modeling and power spectrum estimation
ARpuguji
- 通过解尤勒沃克方程进行谱估计以及通过递推估计信号谱-AR
AR_spectrem
- matlab有关AR过程的线性建模与功率谱估计程序设计-The linear AR process modeling and power spectrum estimation
InterferometricFiber-OpticSensor
- 该论文针对光纤传感系统,深入研究随机信号的互相关函数和基于AR模型的功率谱估计,设计出具有事件发生检测功能的传感器信号处理算法。-The paper for the fiber optic sensor system, in-depth study of the cross-correlation function of random signal-based AR model spectrum estimation, designed with the incident detection s
ARguocheng
- AR过程的线性建模与功率谱估计, AR过程的线性建模与功率谱估计-The linear AR process modeling and power spectrum estimation, AR linear process modeling and power spectrum estimation, AR linear process modeling and power spectrum estimation
beifen
- 功率谱估计AR和经典普估计,以及平滑的周期图估计,并对其优化-AR power spectrum estimation and classical general estimation, and smoothing of the periodogram estimate, and its optimization. .
Untitled
- 利用MATLAB语言来实现Levinson-Durbin递推算法,并估计AR模型参数,从而对正弦信号加白噪声进行功率谱估计。-Using MATLAB language to implement Levinson-Durbin recursive algorithm, and estimate the AR model parameters, thus sinusoidal signal plus white noise power spectrum estimation.
S
- 实现功率谱估计的函数: Arburg:用Burg算法估计AR模型的参数; Arcov: 用协方差法估计AR模型的参数; Armcov:用改进的协方差法估计AR模型的参数; Aryule:用Yule_Walker算法估计AR模型的参数; -To achieve a function of power spectrum estimation: Arburg: AR with Burg algorithm to estimate model parameters Arcov:
Yule-Walker
- 本程序采用宽带AR模型的Yule-Walker法的功率谱进行谱估计的-The program uses broadband AR model method Yule-Walker power spectrum estimation spectrum
BURG
- BURG方法谱估计 采用BURG迭代方法计算系数,在采用AR模型的谱估计进行谱峰搜索-BURG spectrum estimation methods BURG iterative method using coefficients in the AR model spectrum estimation using the peak search
PSD
- 代码实现了各种方法的功率谱估计,包括MUSIC,AR,MUDV-Code of the various methods of power spectrum estimation, including MUSIC, AR, MUDV
psd_my
- matlab中AR模型功率谱估计中AR阶次的实现-matlab power spectral estimation of AR model order of the realization of the AR
myfirst4
- 对EEG的原始数据进行小波分解和重构以及做ar模型功率谱估计-EEG raw data wavelet decomposition and reconstruction, ar model power spectrum estimation
Blind-identification
- 利用现代谱估计中的AR 模型求取仿真噪声信号和真实噪声信号的模型参数,然后利用这些参数求得信号的功率谱图,通过功率谱图定性地描述主噪声源和次噪声源。在利用信号功率谱图定性描述噪声源后,进一步地利用曲线相似度和曲线关联度定量的识别主噪声源和次噪声源-Use of modern spectral estimation of AR model to strike a realistic simulation of the noise signal and noise model parameters,