搜索资源列表
ARMA
- 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
Spectrum_Analysis
- 关于谱分析的一些算法,其中包括周期图法、Blackman-Turkey法、Yule-Walker方程求解、最小二乘AR、最小二乘ARMA、ESPRIT、MUSIC、Root-MUSIC、Capon、和AIC准则等等经典算法。-Classical algorithm on Spectral Analysis, including periodigram, Blackman-Trukey, Yule-Walker,LSAR, LSARMA,