제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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- Pages.446-450
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- 1987
순환 근사 과결정 ARMA 스펙트럼 추정
Recursive approximate overdetermined ARMA spectral estimation
초록
In this paper, overdetermined method is used for high resolution spectral estimation in case of short data record length. To reduce the computational effort and to obtain recursive form of estimation algorithm, we modify data matrix to have near-Toeplitz structure. Then, new recursive algorithm is derived in the form of fast Kalman algorithm. Two stage procedure is used for the estimation of ARMA parameters. First AR parameters are estimated by using overdetermined modified Yule-walker equation, and then MA parameters are implicitly estimated by estimating numerator spectral coefficients(NS).
키워드