中文说明:在功率谱估计中,尤拉沃克方程是尤为重要的,但是尤拉沃克方程的求解却是相当复杂。本程序提供了一中基于L-D递推算法的解尤拉沃克方程的算法,很好的解决了功率谱估计中计算AR参数和输入方差的问题。是很好的一个算法。对初学者很有帮助。
English Description:
Power spectral estimation, the youlawoke equation is particularly important, but for solving the youlawoke equation is rather complicated. This program provides an algorithm based on recursive L-D Jie Youla Walker equation, very good solution to calculate AR power spectrum estimation parameters and the variance of the input problem. Is a very good one. Very helpful for beginners.