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随机信号功率谱估计的递归带通数字滤波算法的性能分析及参数选择
The Performance Analysis and Parameters Selection of a Recursive Band-pass Digital Filter Algorithm Used as Spectral Estimation of a Stochastic Signal
【摘要】 用于非有理谱随机信号功率谱估计的非递归带通数字滤波算法,即使采用FFT快速算法,仍有计算量较大的缺点。因此,对于较宽频率范围内随机信号谱估计不太实用。由于递归带通数字滤波算法可以大大减少计算量,可以用于随机信号谱估计(包括非有理谱随机信号)。本文讨论了这种算法用于谱估计的性能(谱估计方差及准确度),给出算法参数(带宽、数据长度)选择原则,并给出谱估计实例。
【Abstract】 The non-recursive band-pass digital filter algorithm used in spectral estimation of a non-ARMA stochastic signal has been developed. Since the convolution transform has been adopted in this algorithm, the caleulative time is too long even the FFT algorithm is used. Hence this algorithm may be used to estimate the spectral value at some characteristic frequency. In this paper, the recursive band-pass digital filter algorithm has been developed, the calculative time of this algorithm is much less than the non-recursive one, so that this algorithm is useful one for noise spectral estimation in the larger range of frequency. The selection principle for the major parameters (the bandwidth and data length) of algorithm and its effect on the precision and accuracy of spectral estimation have been discussed.
【Key words】 Stochastic signal; Spectral estimation; Recursive filter algorithm;
- 【文献出处】 计量学报 ,Acta Metrologica Sinica , 编辑部邮箱 ,1996年02期
- 【分类号】TN911
- 【被引频次】1
- 【下载频次】196