[1]张颖,冯纯伯.具有观测噪声的AR模型参数的无偏估计[J].东南大学学报(自然科学版),1995,25(3):67-71.[doi:10.3969/j.issn.1001-0505.1995.03.013]
 Zhang Ying,Feng Chunbo.Consistently Estimating Parametere of ARModel in the Presence of Noise[J].Journal of Southeast University (Natural Science Edition),1995,25(3):67-71.[doi:10.3969/j.issn.1001-0505.1995.03.013]
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具有观测噪声的AR模型参数的无偏估计()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
25
期数:
1995年第3期
页码:
67-71
栏目:
信息与通信工程
出版日期:
1995-05-20

文章信息/Info

Title:
Consistently Estimating Parametere of ARModel in the Presence of Noise
作者:
张颖冯纯伯
东南大学自动化研究所
Author(s):
Zhang Ying ;Feng Chunbo
Research Institute of Automation, Southeast University Nanjing, 210018
关键词:
系统辨识 自回归模型 相容估计
分类号:
TN912.3
DOI:
10.3969/j.issn.1001-0505.1995.03.013
摘要:
本文研究了带未知白色观测噪声的AR模型多数的无偏估计问题,提出了一种实现AR模型参数无偏估计的偏差补偿最小二乘法,这种方法通过对观测数据预滤波,将一个已知零点嵌入被辨识系统,并利用该零点提供的信息,从普通最小二乘估计中提取出噪声引起的偏差并予以消除,从而得到无偏估计。文中给出的数值仿真例子说明了所提算法的有效性。

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更新日期/Last Update: 2013-04-15