| 摘要: |
| 本文针对ARMA模型的格型迭代法,推出了它的递推算法,并针对本算法提出了相应的判价方法.运用它对ARMA模型和时变ARMR模型进行了汁算机模拟瓣识,结果良好. |
| 关键词: 格型滤波器,ARMA模型,辨识法 |
| DOI： |
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| 基金项目: |
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| A lattice iterate recursive identification method for ARMA model |
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| Abstract: |
| This paper bases on lattice iterate identification method for ARMA model, pushes out its recursive algorithm, puts forward a determination order method for this algorithm. We use it to carry on identification test for ARMA model and time-varying ARMA model, result shows well. |
| Key words: Lattice Filter,ARMA Model,Identification |
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