摘要
介绍了自回归滑动平均模型。基于二阶统计量和高阶统计量,研究了两种ARMA模型建模方法。阐述了两种ARMA模型在信号处理中的不同应用范围。
This paper presented the Auto-Regressive Moving Average model. Two kinds of modeling methods of ARMA model are studied based on second-order statistics and high-order statistics. Two different applications of ARMA model in signal processing are described.
出处
《贵州电力技术》
2017年第2期6-9,共4页
Guizhou Electric Power Technology
关键词
ARMA模型
二阶统计量
高阶统计量
Auto Regressive Moving Average model（ARMA）
second-order statistics
high-order statistics.
