Parameter Estimation and Time-frequency Distribution of Fractional Lower Order Time-frequency Auto-regressive Moving Average Model Algorithm Based on SaS Process
The performances of Time-Frequency Auto-Regressive Moving Average(TFARMA) model method degenerate under SaS distribution environment. Hence, Fractional Lower Order Time-Frequency AutoRegressive Moving Average(FLO-TFARMA) model algorithm based on fractional lower order covariant is proposed, the parameters estimation of FLO-TFARMA model is introduced, time-frequency distribution based on FLO-TFARMA model is given, FLO-TFARMA model algorithm are compared with the existing TFARMA algorithm in detail. The simul...
2(九江学院信息科学与技术学院九江332005)1引言非平稳随机过程广泛存在于实际各领域中,如生物医学工程、通信、雷达、股票价格数据、水声信号等领域。非平稳随机过程的统计量随时间变化而变化,是一种时变的信号,而常用的分析方法是Education Bureau of Jiangxi Province(GJJ14