一种ARMA模型的格型迭代递推辨识法

A lattice iterate recursive identification method for ARMA model

本文针对ARMA模型的格型迭代法,推出了它的递推算法,并针对本算法提出了相应的判价方法.运用它对ARMA模型和时变ARMR模型进行了汁算机模拟瓣识,结果良好.

This paper bases on lattice iterate identification method for ARMA model, pushes out its recursive algorithm, puts forward a determination order method for this algorithm. We use it to carry on identification test for ARMA model and time-varying ARMA model, result shows well.