【摘要】 本文首先讨论ARMA谱估计中谱值估计的运算量计算问题,分析了现有几种快速算法的各自特点,在此基础上,根据三角函数的Taylor展开式与周期性,提出了一种新的ARMA谱值估计快速算法——三角函数展开型算法;文中还详细地讨论了ARMA谱估计的分辨力问题,阐述了系统分辨力与频率分辨力的本质区别。更多还原

【Abstract】 The number of operation in ARMA spectrum estimation and the effect of trigonometric function operation to ARMA spectrum value estimation are discussed. Revisions have been made for the existing formulae for calculating the number of operation of spectrum value estimation. It is pointed out that the key to increasing the speed of spectrum value estimation is to reduce the number of call time and the duration of call of trigonometric functions. The specific features of several existing fast algorithms are discussed and a new one, the Trigonometric Function Expansion Type Algorithm, is proposed and shown to be feasible. The resolution in ARMA spectrum estimation is studied and it is pointed out that the resolving ability for two adjacent harmonics is dependent on the fitting accuracy of the ARMA model and is independent of the discrete frequency interval (system resolution). The essential differences between system resolution and frequency resolution are also discussed.更多还原