摘要
采用递推最小二乘算法求解非平稳随机信号模型的时变参数.该方法的主要特点是计算量小,占用存贮空间少,没有矩阵求逆的问题.应用该方法对分段线性调频信号、多个线性调频信号及非线性调频信号进行分析。
The authors use recursive least squares algorithm to estimate time varying parameters of nonstationary random signals model. This method has the advantage of saving computation time and storage space, and does not require any matrix inversion. Finally, this paper analyze the effects of different basis time varying functions on parameters estimation by using this method for a piecewise signal with linearly time varing frequency, multi signal with linearly time varying frequencies, a single signal with non linearly varying frequency.
出处
《大连理工大学学报》
EI
CAS
CSCD
北大核心
1997年第1期97-102,共6页
Journal of Dalian University of Technology
基金
国家自然科学基金
关键词
信号分析
随机信号模型
参数估计
时变参数模型
signal analysis
recursive least squares algorithm/ time varying AR model
time varying basis function