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时间序列AR模型matlab代码

于 2022-04-15 发布 文件大小:1.91 kB
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%现代数字信号处理作业%采用MATLAB仿真实现AR模型,进行谱估计%AR模型的理论公式: x(n) + a1*x(n-1) + a2*x(n-2) + …… +ap*x(n-p) = w(n)%待估计数据样本:%目前输入随机过程为叠加了正态分布噪声的正弦波

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