AR模型自动辨识机——带递推最小二乘估计器

Automatic Identification of AR Models

  • 摘要: 本文提出了基于自回归(AR)模型对时间序列统一建模的方法,这样能减少计算步骤和计算量.并且提出了AR模型自动辨识机,可在Z-80微型机上实现,具有明显的实用价值.以机械振动建模为例,说明了所提出的模型辨识机的有效性.

     

    Abstract: A general modeling method related to time sequence is presented based on autoregressive models.This method reduces computing precedures and alleviate computation labouring.A proposed Z-80 based automatic AR model identifying machineis efficient and of practical value.As an example,the model identification of mechanical vibration is explained.

     

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