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适用有白色或有色观测噪声数据的Prony方法

陈耀明, 黄曾旸

陈耀明, 黄曾旸. 适用有白色或有色观测噪声数据的Prony方法[J]. 声学学报, 1984, 9(2): 76-87. DOI: 10.15949/j.cnki.0371-0025.1984.02.002
引用本文: 陈耀明, 黄曾旸. 适用有白色或有色观测噪声数据的Prony方法[J]. 声学学报, 1984, 9(2): 76-87. DOI: 10.15949/j.cnki.0371-0025.1984.02.002
CHEN Yao-ming, HUANG Ceng-yang. PRONY METHOD FOR PROCESSING OF DATA WITH WHITE OR COLORED NOISE[J]. ACTA ACUSTICA, 1984, 9(2): 76-87. DOI: 10.15949/j.cnki.0371-0025.1984.02.002
Citation: CHEN Yao-ming, HUANG Ceng-yang. PRONY METHOD FOR PROCESSING OF DATA WITH WHITE OR COLORED NOISE[J]. ACTA ACUSTICA, 1984, 9(2): 76-87. DOI: 10.15949/j.cnki.0371-0025.1984.02.002
陈耀明, 黄曾旸. 适用有白色或有色观测噪声数据的Prony方法[J]. 声学学报, 1984, 9(2): 76-87. CSTR: 32049.14.11-2065.1984.02.002
引用本文: 陈耀明, 黄曾旸. 适用有白色或有色观测噪声数据的Prony方法[J]. 声学学报, 1984, 9(2): 76-87. CSTR: 32049.14.11-2065.1984.02.002
CHEN Yao-ming, HUANG Ceng-yang. PRONY METHOD FOR PROCESSING OF DATA WITH WHITE OR COLORED NOISE[J]. ACTA ACUSTICA, 1984, 9(2): 76-87. CSTR: 32049.14.11-2065.1984.02.002
Citation: CHEN Yao-ming, HUANG Ceng-yang. PRONY METHOD FOR PROCESSING OF DATA WITH WHITE OR COLORED NOISE[J]. ACTA ACUSTICA, 1984, 9(2): 76-87. CSTR: 32049.14.11-2065.1984.02.002

适用有白色或有色观测噪声数据的Prony方法

PRONY METHOD FOR PROCESSING OF DATA WITH WHITE OR COLORED NOISE

  • 摘要: 本文考察了Prony方法在白色和有色噪声情况下的推广。在白色观测噪声背景下,为了得到自回归系数的无偏估计,根据实际观测过程服从自回归系数和动平均系数相同的自回归动平均模型,作者推导两类修正的尤-瓦(Yule-Walker)正则方程;当观测噪声是有色的情况下,利用二次回归的新概念,将有色噪声白化。最后,计算机的模拟计算验证了本文讨论的结果。
    Abstract: In this paper Prony method is extended to the processing of data with white and/or colored noise. When the observed noise is white, the observation procedure is obeyed the auto-regressive moving-average model in which the autoregressive coefficients are equalled to the moving-average coefficients, and two kinds of modified Yule-Walker normal equations, which yieled the unbiased estimates of autoregressive coefficients, are derived. For the colored observed noise, new concept of second regression is developed, through which the colored noise can be whitened. Finally, the theoretical results are checked by the simulative calculations on a computer.
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出版历程
  • 收稿日期:  1982-03-10
  • 网络出版日期:  2022-08-19

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