写一个小程序,实现了pthorder莱文森我要分享

Write a small MATLAB program that implements the p

matlab 程序 一个 实现

关注次数: 329

下载次数: 0

文件大小: 3.34 kB

代码分类: 其他

开发平台: matlab

下载需要积分: 2积分

版权声明:如果侵犯了您的权益请与我们联系,我们将在24小时内删除。

代码描述

中文说明: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。-Write a small MATLAB program that implements the pthorder Levinson-Durbin (L-D). Run/Test the program using a AR(2) process (b0=1,a1=0, a2=0.81) and an MA(2) (bn=1,1,1) process-about 1000 samples. Use L-D with p=2 (for the AR) and 10 (for the MA). Plot the AR spectra produced in the two cases with L-D. List the direct form and the reflection coefficients in a table. Profile the L-D (total number of computations for a pthorder


English Description:

Write a small MATLAB program that implements the pthorder Levinson-Durbin (L-D). Run/Test the program using a AR(2) process (b0=1,a1=0, a2=0.81) and an MA(2) (bn=1,1,1) process-about 1000 samples. Use L-D with p=2 (for the AR) and 10 (for the MA). Plot the AR spectra produced in the two cases with L-D. List the direct form and the reflection coefficients in a table. Profile the L-D (total number of computations for a pthorder


代码预览