用共軛梯度法改善AR譜估計(jì)性能
IMPROVEMENT OF PERFORMANCE OF AR SPECTRAL ESTIMATION BY THE CONJUGATE GRADIENT METHOD
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摘要: 本文基于AR模型前向預(yù)測誤差最小,提出用共軛梯度法搜索AR模型參數(shù),從而實(shí)現(xiàn)譜估計(jì)。計(jì)算機(jī)仿真表明,用這種方法進(jìn)行譜估計(jì),不會(huì)產(chǎn)生譜漂移現(xiàn)象,譜分裂得到明顯減弱,而且還具有很高的頻率分辨能力。用這種方法估計(jì)的信號(hào)頻譜性能接近于Marple算法。
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關(guān)鍵詞:
- 譜估計(jì); 共軛梯度法; 譜漂移; 譜分裂
Abstract: A new spectral estimation method based on the least mean square error of the forward linear prediction of AR model is introduced in this paper. The spectral estimation is obtained by the AR parameters estimated by the conjugate gradient method. The simulation results show that for this algorithm there is no bias in the frequency estimation, and the spectral line splitting is very week and the spectral resolution is high. The performance of spectral estimation. of the new method is similar to that of the Marple algorithm. -
L. Marple, IEEE Trans. on ASSP, ASSP-28 (1980) 4, 441-454.[2]關(guān)肇直等,信號(hào)分析與處理,科學(xué)出版社,北京,1986年,第275-337頁.[3]劉德貴等,FORTRAN算法匯編(第二分冊(cè)),國防工業(yè)出版社,北京,1988年,第471-1473頁.[4]黃俊欽,隨機(jī)信號(hào)處理,北京航天航空大學(xué)出版社,北京,1990年,第68-102頁.[5]黃俊欽等,一種ARMA譜估計(jì)公式,自動(dòng)化學(xué)報(bào),12(1986)10,33-40.[6]J. A. Cadzow, IEEE Trans. on ASSP, ASSP-26(1978)5,524-528. -
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