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ar-kalman-1

于 2011-05-09 发布 文件大小:1KB
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代码说明:

  基于卡尔曼算法的AR模型系数预测,利用卡尔曼滤波算法对AR模型的系数进行实时更新,可以观察到预测准确度有明显提高(Kalman algorithm based on AR model coefficients predicted using the Kalman filter AR model coefficients for real-time updates can be observed significantly improve prediction accuracy)

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