| 一种ARMA模型的格型迭代递推辨识法 |
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| 引用本文： | 徐晓.一种ARMA模型的格型迭代递推辨识法[J].国际商务研究,1990(2). |
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| 作者姓名： | 徐晓 |
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| 作者单位： | 海军东海舰队通信总站 |
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| 摘 要： | 本文针对ARMA模型的格型迭代法,推出了它的递推算法,并针对本算法提出了相应的判价方法.运用它对ARMA模型和时变ARMR模型进行了汁算机模拟瓣识,结果良好.
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| 关 键 词： | 格型滤波器 ARMA模型 辨识法 |
A lattice iterate recursive identification method for ARMA model |
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| Xu Xiao.A lattice iterate recursive identification method for ARMA model[J].International Business Research,1990(2). |
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| Authors: | Xu Xiao |
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| Institution: | Navy East Sea Flcet Gencral Communication Station |
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| Abstract: | This paper bases on lattice iterate identification method for ARMA model, pushes out its recursive algorithm, puts forward a determination order method for this algorithm. We use it to carry on identification test for ARMA model and time-varying ARMA model, result shows well. |
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| Keywords: | Lattice Filter ARMA Model Identification |
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