HIGH-ORDER AR ESTIMATION METHOD OF ARMA POWER SPECTRUM

作     者：余辉里 Yu Huili (Research Institute No.634,Ministry of Aviation Industry)

作者机构：Research Institute No.634 Ministry of Aviation Industry 

出 版 物：《Journal of Electronics(China)》 (电子科学学刊(英文版))

年 卷 期：1987年第4卷第4期

页      面：299-304页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：ARMA der HIGH-ORDER AR ESTIMATION METHOD OF ARMA POWER SPECTRUM 

摘      要：In this paper,the high-order AR estimation method of ARMA power spectrum and the whitened-noisedecision order criterion of AR order are *** is indicated that the quality of hlgh-order ARestimation is related to the ill-conditlon problem and the algorithmic stability of numerical calculation in *** latter can be solved well by using the recurrence algorithm of Householder transform in thesolution of high-order AR parameter estimation