自回归算于作用下不变类信号组合模型的参数估计

The Parameters Estimation of the Mixed Model of Sianals with the Form Invariance Signs Under Autorgeressive Operator

本文针对带有ＡＲ噪声的且具有在自回归算子作用下保持形式不变的一大类信号，采用分离参数和两步最小二乘的方法直接给出自回归参数的估计，井由此得到真实信号参数的估计．该方法克服了以往方法中ＡＲ噪声未知的难点，算法为线性求解，简便、实用、运算速度快、求解精度高．

In this paper,a class of signals with AR noise which are invariable under autoregressive operator are discussed. By use of parameter separating and two-steps least-squares estimate methods,we directly give parameters estimation in AR noise and so in true signs. The method overcomes the difficulty that AR noise is unknown. The algorithm is linear and has fast computing speed and higher accuracy.