从协方差矩阵特征向量估计模型阶数

C. Davila, Chiang Hsia-Ling
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引用次数: 0

摘要

描述了一种基于协方差矩阵特征向量的极点零系统模型阶数估计算法。当模型阶数被高估时,噪声子空间特征向量出现零。0的个数可用来估计模型阶数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Model order estimation from covariance matrix eigenvectors
An algorithm for estimating pole-zero system model orders is described which looks at covariance matrix eigenvectors. When model orders are overestimated, zeros appear in the noise subspace eigenvectors. The number of zeros present can be used to estimate model orders.<>
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