資源簡介
MA模型的MATLAB代碼,還有ARMA模型的代碼
代碼片段和文件信息
clc;
clear;
close?all;
N=456;
B1=[1?0.3544?0.3508?0.1736?0.2401];?
A1=[1?-1.3817?1.5632?-0.8843?0.4096];
w=linspace(0pi512);
H1=freqz(B1A1w);%產生信號的頻域響應
Ps1=abs(H1).^2;
SPy11=0;%20次AR(4)?
SPy12=0;%20次AR(8)
SPy13=0;%20次AR周期圖
SPy14=0;%20次ARMA(44)
SPy15=0;%20次ARMA(88)
VSPy11=0;%20次AR(4)
VSPy12=0;%20次AR(8)
VSPy13=0;%20次AR周期圖
VSPy14=0;%20次ARMA(44)
VSPy15=0;%20次ARMA(88)
%?for?k=1:20
%采用自協方差法對AR模型參數進行估計%
%gA1:AR模型的參數;gE1:激勵白噪聲的方差%
y1=filter(B1A1randn(1N)).*[zeros(1200)ones(1256)];
[Py11F]=pcov(y145121);%AR(4)的估計%
[Py12F]=pcov(y185121);%AR(8)的估計%
[Py13F]=periodogram(y1[]5121);
SPy11=SPy11+Py11;
SPy12=SPy12+Py12;
SPy13=SPy13+Py13;
VSPy11=VSPy11+abs(Py11).^2;
VSPy12=VSPy12+abs(Py12).^2;
VSPy13=VSPy13+abs(Py13).^2;
figure(1)
plot(w./(2*pi)Ps1FPy11);
legend(‘真實功率譜‘‘20次AR(4)估計圖‘);
hold?on;
figure(2)
plot(w./(2*pi)Ps1FPy12);
legend(‘真實功率譜‘‘20次AR(8)估計圖‘);
hold?on;
figure(3)
plot(w./(2*pi)Ps1FPy13);
legend(‘真實功率譜‘‘20次周期圖法
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