分割时间信号的AR频谱估计

[1990] Proceedings. The Twenty-Second Southeastern Symposium on System Theory Pub Date : 1990-03-11 DOI:10.1109/SSST.1990.138204

P. Zhou, A. Poularikas

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引用次数: 1

摘要

讨论了平稳时间序列不连续测量时的功率谱密度估计问题。提出了两种自回归(AR)建模方法来处理分割时间信号的谱估计，并在数值算例中显示了统计效率。通过仿真算例验证了该方法的有效性。算例表明，该方法的性能令人满意。

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AR spectral estimation of segmented time signals

The problem of estimating the power spectral density of stationary time series when the measurements are not contiguous is discussed. Two autoregressive (AR) modeling methods are proposed to handle are spectral estimation of the segmented time signals and show the statistical efficiency in numerical examples. The performance of the proposed AR method is illustrated by simulation examples. The examples indicate that the method performs satisfactorily.<>

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[1990] Proceedings. The Twenty-Second Southeastern Symposium on System Theory

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