循環(huán)譜密度的兩通道最大嫡譜估計
ESTIMATION OF CYCLIC SPECTRA USING TWO-CHANNEL COMPLEX MAXIMUM ENTROPY (AUTOREGRESSIVE) SPECTRAL ANALYSIS
-
摘要: 對周期平穩(wěn)隨機(jī)過程的循環(huán)譜密度的估計,過去主要采用時域平均周期圖法和頻域平滑周期圖法,但當(dāng)短數(shù)據(jù)時,上述方法的分辨率很低,方差很大。本文提出了循環(huán)譜密度的兩通道最大熵譜估計,該方法不僅具有很高的分辨率,而且估計的方差也很小,具有較好的估計性能。Abstract: The main methods for estimation of cyclic spectra for cyclostationary processes are temporally smoothed cyclic periodogram and spectrally smoothed cyclic periodogram. In case of short record length, both methods have low resolution and reliability. This paper uses two-channel complex maximum entropy (autoregressive) spectral analysis method to estimate cyclic spectra. Fine performances such as resolution and reliability can be obtained with this method.
-
Gardner W A. The spectral correlation theory of cyclostationary time-series. Signal Processing [EURASIP], 1986, 11(1): 13-36.[2]Gardner W A. Introduction to Random Processes with Applications to Signals and Systems. Second Edition, NY: McGraw-Hill Inc, 1990, chapter 12.[3]Gardner W A. Measurement of spectral correlation. IEEE Tans. on ASSP, 1986, ASSP-34(5): 1111-1123.[4]楊叔子,吳雅,等.時間序列分析的工程應(yīng)用.武漢:華中理工大學(xué)出版社,1992, 12章.[5]Otto Neall Strand. Multichannel complex maximum entropy (autoregressive) spectral analysis. IEEE Trans. on Automatic Control, 1977, AC-22(4): 634-640. -
計量
- 文章訪問數(shù): 2235
- HTML全文瀏覽量: 74
- PDF下載量: 432
- 被引次數(shù): 0
下載:
