多维自回归谱分析扩展Marple算法

A Developed Marple Algorithm for Multi Autoregressive Spectrum Analysis

本文在最小二乘法的基础上,利用向前一向后预测误差能量矩阵,推导了多维自回归(ARV)谱估计的递推算法。本算法的运算工作量是目前有关多维自回归谱分析算法中最小的,通过仿真试验表明,本算法精度较高。

In this paper, based on the least square method, and forewardbackward prediction error energy mafrice, the recursive algorithm for multiautoregressive (ARV) spectrum estimation is introduced, The computational operations and accuracy of this alorithm are more perfect than all other alorithms.