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三、参数模型谱估计方法1.模型的建立参数模型最早用于非工程领域。Yule 和Walker 曾使用 AR 模型预报经济趋势,BarondeProny 曾用指数模型拟合气体化学试验数据。1967年,J.P.Burg 在地震波分析中首次提出最大熵谱分析方法。1968年 Parzen 提出 AR 谱估计。但直到七十年代后期,由于对短数据序列分析的迫切要求,才引起了人们的再度重视。对任何过程的观测数据都可以按给定的模型加以拟合,参数模型的谱估计方法就是建立在模型的基础上。不同估计方法在性能上的差异在于所假设的模型对被测过程拟合的精确程
Third, the parameter model spectrum estimation method 1. The establishment of the model The parameter model was first used in non-engineering field. Yule and Walker used AR models to predict economic trends and BarondeProny used exponential models to fit gas chemistry data. In 1967, J. P. Burger first proposed the maximum entropy spectral analysis method in seismic wave analysis. 1928 Parzen proposed AR spectral estimation. However, it was not until the late seventies that the urgent need of short data sequence analysis attracted more attention. The observed data for any process can be fit to a given model, and the parametric model’s spectral estimation method is based on the model. The difference in performance between different estimation methods lies in the accuracy of the assumed model fitting the measured process