引用本文:贾沛璋.非最小相位AR模型的Lp反褶积[J].控制理论与应用,1990,7(3):97~101.[点击复制]
Jia Peizhang.Lp Deconvolution for Non-minimum Phase AR System[J].Control Theory and Technology,1990,7(3):97~101.[点击复制]
非最小相位AR模型的Lp反褶积
Lp Deconvolution for Non-minimum Phase AR System
摘要点击 1054  全文点击 370  投稿时间:1989-03-27  修订日期:1989-09-12
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DOI编号  
  1990,7(3):97-101
中文关键词  反褶积  非最小相位  自回归模型
英文关键词  deconvolution  non-minimum phase  parameters estimate
基金项目  
作者单位
贾沛璋 中国科学院系统科学研究所 
中文摘要
      本文讨论Yn=hn*Xn为AR(q)模型,输入{Xn}为零均值独立同分布平稳序列,脉冲相应{hn}为非最小相位的线性系统,如何由输出{Yn}的样本序列y1, y2, …, yn估计系统的自回归系数a0, a1, …, aq的反褶积问题,提出Lp(1
英文摘要
      In this paper we discuss a category of linear system: yn=hn*Xn, which is of AR(q) model, its input {Xn} is independent and identically distributed Stationary variable with zero expectation, its pulse response {hn} is of non-minimum phase. Now the deconvolution problem is how to estimate auto-regressive coefficients a0, a1, …, aq of the system based on sample series y1, y2, …, yn of output {Yn}. The author presents Lp(1