摘要
相关系数平稳序列的均值和方差都随时间变化 ,是一类工程中常见的随机序列 ,传统的平稳序列只是它的一个特例。文中在已建立的相关系数平稳序列分析方法的基础上 ,进一步提出相关系数平稳序列自适应算法。该方法属于一种快速算法 ,它通过将非线性方程组转化为线性方程组进行求解 ,实现了对相关系数平稳序列数据的实时处理 ,对其模型参数的实时修正 ,并且具有相当高的精度。
The correlation coefficient stationary series in which the mean and variance may vary with time is one kind of familiar series in engineering, and the traditional stationary series is just a special case of that. Based on the analysis methods of the series, an adaptive algorithm for the correlation coefficient stationary series is presented. As a fast algorithm, the presented method can transform the nonlinear equations into linear equations by the Taylor series expansion, and process the correlation coefficient stationary series and revise its model parameters in real time with high precision.
出处
《机械强度》
CAS
CSCD
北大核心
2003年第6期661-665,共5页
Journal of Mechanical Strength
基金
国防科技预研项目 (41 32 80 2 0 3)资助~~
关键词
相关系数平稳序列
自适应算法
实时处理
信号分析
滤波
预测
随机序列
Correlation coefficient stationary series
Adaptive algorithm
Real-time processing
Signal analysis
Filtering
Prediction
