搜索资源列表
THE-TIME-SERIES
- 该文介绍了时间序列经典方法，ARMA,ARIMA,AR模型用于解决各种平稳预测问题，并且附上了相应的程序，方便读者运用-This paper introduces the classical time series methods, ARMA, ARIMA, AR model is used to solve a variety of stationary prediction problem, and attach the appropriate procedures to facilitat
xytlc
- 尤利-沃克方法 AR模型自相关算法 确定模型阶数、参数、误差 频谱估计 用Matlab编程实现-Yuri- Walker AR model method model order autocorrelation algorithm to determine the number of parameters, the error spectrum estimation using Matlab programming
xytld
- AR模型功率谱估计 自相关算法 burg算法 用Matlab编程仿真实现-AR model autocorrelation power spectrum estimation algorithm burg algorithm simulation using Matlab programming
8289671mr
- AR模型，主要用于时间序列的建模和预测。能够解决平稳时间序列问题-AR model ,which is quite popular in sovling time series
signalprocessing
- 1、产生信号，两个实正弦信号的叠加，幅度分别为2、4、1、3；混入均值为0、方差为1的白噪声。采用自适应滤波器对其进行去噪。 2.产生信号，为两个实正弦信号的叠加，其幅度均为4，混入均值为0、方差为1的白噪声。采用有限脉冲响应法设计一个维纳滤波器估计信号 ，并求最小均方误差。 3.产生高斯分布的白噪声w(n)，自行给定一个5阶AR模型，让该白噪声通过这个AR模型，得到输出信号x(n），再估计x(n）的AR模型数，比较估计的结果和原来给定的AR模型的参数。-A signal to be g
AF
- AR模型预测，matlab环境下用AR谱估计算法实现AR模型谱估计-AR model prediction, matlab environment AR spectral estimation algorithm AR model spectrum estimation
winner
- This program is used for simulation length and AR Model Wiener filtering
ArModel
- 基于MATLAB的AR模型的仿真，并分析功率谱，比较好。可以运行-AR model based on MATLAB simulation, and analysis of the power spectrum, the better. You can run
AR
- AR.m的matlab源程序，用于预测模型使用，别人给的！-AR.m matlab source code for the prediction model using someone else' s!
armodle
- 计算AR模型的参数，包括滤波、去趋势化、AIC判断阶数、计算AR模型系数。-Calculation AR model parameters, including filtering, detrended, AIC judgment order to calculate the AR model coefficients.
adaptiveAR
- AR自适应滤波器，用Kalman滤波器跟踪AR模型的吸收变化-adaptive AR model，use kalman filter to trace the variance of ar coeffience
ls_AR
- 时间序列分析，采用了最小二乘（LS）与自回归(AR)的组合模型，并用MATLAB将其实现-Time series analysis, using a least-squares (LS) and autoregressive (AR) model combination and its implementation using MATLAB
ARMA_AR_MA_-kalman
- 卡尔曼滤波下的的ARMA、MA、AR模型，比较全面，特别适合初学者入门-Kalman filtering under the ARMA, MA, AR model, a more comprehensive, especially for beginners
source
- 输入信号为方波信号+高斯白噪声，方波信号基 频为1kHz，幅值为1，高斯白噪声方差为0.2， 均值为0，采样频率为20kHz。试用最大熵估计 法估计此信号的AR模型及其功率谱，并分析结 果-The input signal is a square wave signal+ Gaussian white noise, square wave signal fundamental frequency 1kHz, amplitude is a Gaussian white noise variance
PSD
- 求功率谱估计常用的几种方法，包括周期图法，Welch 法，和AR模型法。-For power spectrum estimation commonly used in several ways, including periodogram, Welch law, and the AR model.
Wiener
- 设计一维纳滤波器 (1)产生三组观测数据：首先根据s(n)=a s(n-1)+w(n)产生信号s(n)，将其加噪（信噪比分别为20dB,10 dB，6 dB），得到观测数据x1(n), x2(n), x31(n). (2)估计xi(n)，i=1,2,3的AR模型参数。假设信号长度为L，AR模型阶数为N，分析实验结果，并讨论改变L,N对实验结果的影响。 -A Wiener filter design (1) to produce three sets of observations:
armx
- 此函数中详细介绍了如何现代功率谱估计法中的AR模型来妒忌信号的功率谱；-This function is described in detail how modern power spectrum estimation of AR model to envy the power spectrum of the signal
AR_Burg1
- 经典AR模型系数求解，burg法.根据原理手编，希望对大家有帮助。-the method of burg to get the coefficients of AR model
matrix-factorization-
- 基于对称矩阵分解理论的AR模型参数算法-Symmetric matrix factorization theory algorithm based on AR model parameters
hw2_ar
- 对一随机信号进行AR模型的谐波估计,包括不同采样点数-Harmonics of a random signal AR model estimates, including different sampling points