摘要
本文给出Householder变换的一种实时递推算法及其收敛性证明,并用此算法进行AR自适应谱估计。仿真计算表明,此算法具有计算结果准确、可以实时判阶和快速跟踪性好等特点。
A real-time recursive algorithm of Householder transform and the proof of its convergency are given, and this algorithm is used for AR adaptive spectral estimation. The simulating computation shows that this algorithm has the features of correct computation results, real-time determination of order and excellent fast tracking.
关键词
AR谱
自适应算法
收敛性
变换
Householder transform
Real-time recursive algorithm
Convergency
Adaptive spectral estimation
Real-time determination of order
