| 引用本文: | 茅宁.多维 AR 模型梯格滤波的一般形式及其在不同数据窗下的实现.[J].国防科技大学学报,1989,11(1):50-58.[点击复制] |
| Mao Ning.General Forms of Ladder-Lattice Filtering for Vector AR Model and Its Realizations with Different Data Window[J].Journal of National University of Defense Technology,1989,11(1):50-58[点击复制] |
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| 多维 AR 模型梯格滤波的一般形式及其在不同数据窗下的实现 |
| 茅宁 |
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(自动控制系)
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| 摘要: |
| 本文以基本的矩阵代数为工具，对于多维 AR模型推导了梯格滤波的一般公式。在此基础上，可方便地得到在不同数据窗下(如预加窗、协方差窗和滑动窗)的实现算法。 |
| 关键词: 梯格滤波，递推估计，时序建模，系统辨识 |
| DOI： |
| 投稿日期：1988-04-10 |
| 基金项目: |
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| General Forms of Ladder-Lattice Filtering for Vector AR Model and Its Realizations with Different Data Window |
| Mao Ning |
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(Department of Automatic Control)
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| Abstract: |
| The general forms of the Ladder-Lattice filtering for vector AR model are derived from some basic matrix algebra operators. Then，the realizations of the algorithms for different data windows (prewindow，covariance window and sliding window) are obtained easily. |
| Keywords: ladder-lattice filtering,recursive estimation,lime-Series modeling system identification |
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