引用本文:李渭华 萧德云 方崇智.利用双通道格形滤波器同时辨识ARMA模型的参数和阶次[J].控制理论与应用,1995,12(6):687~693.[点击复制]
LI Weihua, XIAO Deyun and FANG Chongzhi.Simultaneous Identification of ARMA Model Parameters and Orders Using Bi-Channel Lattice Filter[J].Control Theory and Technology,1995,12(6):687~693.[点击复制]
利用双通道格形滤波器同时辨识ARMA模型的参数和阶次
Simultaneous Identification of ARMA Model Parameters and Orders Using Bi-Channel Lattice Filter
摘要点击 1167  全文点击 688  投稿时间：1994-06-22  修订日期：1995-01-19
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DOI编号  
  1995,12(6):687-693
中文关键词  格形滤波器  参数估计  阶次辨识
英文关键词  lattice filter  parameter estimation  order identification
基金项目  
作者单位
李渭华 萧德云 方崇智 清华大学自动化系. 
中文摘要
      本文重新构造了一种最小二乘通道格形滤波器，并将它用于同时辨识ARMA模型的参数和阶次。数值仿真结果表明，这种辨识算法具有计算量小、精度高等优点。
英文摘要
      This paper presents a new derivation of least squares bi-channel lattice filters, and applies the filters to simultaneously identify ARMA model parameters and order. Numerical results for simulated model show that the identification algorithms presented here have many advantages, such as, less computations, high accuracy and etc.