中文说明:利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序
English Description:
The AR parameters of ARMA model are estimated by SVD-TLS method, and the harmonic recovery simulation program is carried out by using the parametersEstimation of AR parameters of ARMA model by SVD-TLS
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中文说明:利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序
English Description:
The AR parameters of ARMA model are estimated by SVD-TLS method, and the harmonic recovery simulation program is carried out by using the parametersSVD-TLS.m