| 引用本文: | 吕锐.一维ARMA模型判阶及参数辨识的一种算法.[J].国防科技大学学报,1986,(1):139-144.[点击复制] |
| LYU Rui.A Algorithem of Determining the order and Identifying the Parametere of ARMA Models[J].Journal of National University of Defense Technology,1986,(1):139-144[点击复制] |
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| 一维ARMA模型判阶及参数辨识的一种算法 |
| 吕锐 |
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| 摘要: |
| 本文讨论了一般的 ARMA 模型，导出模型的冲激响应序列 h(i)与参数 ai, bi的关系式，进而给出了判定模型的阶(M，N)的算法，然后由己导出的关系式及判阶算法，导出了辨识模型参数ai, bi的快速算法。最后进行了微机仿真，验证了算法的正确性。 |
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| 投稿日期：1985-09-01 |
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| A Algorithem of Determining the order and Identifying the Parametere of ARMA Models |
| LYU Rui |
| Abstract: |
| This paper discusses general ARMA models. The formulas have been developed about the relationship of the impulse response sequence of the models and their parameters {ai} and {bi}，then a algorithm determining the order based on the impulse response sequence is given, and a fast algorithm for {ai} and {bi} is devloped by the formulas and determining order algorithm. At last，the simulation experiment is performed，it illustrates the algorithms are true. |
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