基于AR模型谱估计方法及其应用仿真.doc

基于AR模型谱估计方法及其应用仿真 王凯 复旦大学 摘要：功率谱估计是建立在随机信号和周期信号的基础上，同时，也是数字信 号处理领域中重要的应用之一，它被广泛的应用于各种信号处理中。但有时在实 际应用中我们大多数情况下不能获得具体的信号的表达式，只能根据有限的数据 样本获得较好的谱估计的效果。功率谱估计有几种常用的办法，现代功率谱估计 的提出是因为方差和分辨率性能有缺陷不好的问题，现代谱估计可以分为两种， 一种是非参数模型谱估计，另一种是参数模型谱估计。而基于AR模型功率谱的 谱估计算是现代功率谱估计中最为常用的一种方法。本文介绍了现代谱估计理 论，以及模型的功率谱估计的概念与其参数，重点解析了现代谱估计方法的AR 模型谱估计的方法，解析Burg算法及其实现莱文森杜斌算法。利用MATLAB信号 处理工具箱的AR模型的仿真结果表明，没有明显的峰值频率偏移和错误，并具 有较高的频率分辨率，特别是在频率带宽性能得到了明显的改善，优于Burg算 法莱文森算法杜斌算法。 关键词 功率谱估计；数字信号处理；AR模型 AR model spectrum estimation method and its application based on Simulation Sunkai Information Institute of Huaibei Normal University，235000 Abstract Power spectrum estimation is?also?based on the?random?signal and the?periodic signal,?digitalsignal,?but alsoOne of the most important applications?in the field of?signal processing,?it is widely?used in various signal processing.?But sometimes in practice.Cant we?most cases?obtained?expression of a specific?signal?in practical applications,?onlylimited dataSamples obtained?better?effect of?spectral estimation.?Power spectrum estimation?is?commonly used?several methods,?the modern?power spectrum Estimation This?is because?the variance?and resolution performance?defects are?not good,?modern spectral estimation?can be divided into two types,A non?parametric model spectral estimation,?the other is a?parametric model spectral estimation.?Based on the?AR model power?spectrumSpectrum estimation?is the?modern?power spectrum?is a kind of commonly used method?for?theestimation of.?This paper?introduces?modern spectral estimation?theory .Theory?and model?of the?power spectrum estimation,?the?concept?and the parameter,?focuses on the analysis of the?modern?spectral estimation methods AR Model spectrum estimation,?Burg?algorithm and its implementation?algorithm of?LevinsonDurbin.?The use of MATLAB signal .The simulation?model of AR?processing toolbox. The results show that,?the peak?freque