文件名称:yulewalker
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现代谱估计用莱文森-德宾(Levinson-Durbin)算法求解尤利-沃克(Yule-Walker)方程。
形参说明：
r:双精度实型一维数组，存放Yule-Walker方程的元素r(0),r(1),...r(p)。
p:AR模型阶数。
a:AR模型系数a(0),a(1),...a(p)。
v:预测误差功率- The modern spectrum estimated (Levinson-Durbin) the algorithm
solves with 鑾辨枃妫?- the German guests especially benefits - 娌冨厠
(Yule-Walker) the equation. The shape senate explained that, R: The
double precision solid unidimensional array, deposits Yule-Walker the
equation element r (0), r (1).. r (p). P:AR model step number. A:AR
model coefficient a (0), a (1).. a (p). V: Forecasts the erroneous
power
形参说明：
r:双精度实型一维数组，存放Yule-Walker方程的元素r(0),r(1),...r(p)。
p:AR模型阶数。
a:AR模型系数a(0),a(1),...a(p)。
v:预测误差功率- The modern spectrum estimated (Levinson-Durbin) the algorithm
solves with 鑾辨枃妫?- the German guests especially benefits - 娌冨厠
(Yule-Walker) the equation. The shape senate explained that, R: The
double precision solid unidimensional array, deposits Yule-Walker the
equation element r (0), r (1).. r (p). P:AR model step number. A:AR
model coefficient a (0), a (1).. a (p). V: Forecasts the erroneous
power
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压缩包 : 21840256yulewalker.rar 列表 yulewalk.doc yulewalk.c