| Research on Acoustical Environment Planning of Harbour Cities |
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| 作者姓名： | Zeng Peng Wang Shaodi |
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| 作者单位： | Zeng Peng Wang Shaodi (Nanjing University of Posts and Telecommunications，Nanjing 210003) Huang Ren (Department of Mechanical Engineering，Southeast University，Nanjing 210018) |
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| 摘 要： | ＲｅｓｅａｒｃｈｏｎＡｃｏｕｓｔｉｃａｌＥｎｖｉｒｏｎｍｅｎｔＰｌａｎｎｉｎｇｏｆＨａｒｂｏｕｒＣｉｔｉｅｓＬｉｕＸｉａｏｔｕ（柳孝图）（ＤｅｐａｒｔｍｅｎｔｏｆＡｒｃｈｉｔｅｃｔｕｒｅ，ＳｏｕｔｈｅａｓｔＵｎｉｖｅｒｓｉｔｙ，Ｎａｎｊｉｎｇ２１０...
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A New Parameter Estimation Algorithm of Multivariable Time Series Model |
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| Zeng Peng,Wang Shaodi.A New Parameter Estimation Algorithm of Multivariable Time Series Model[J].Journal of Southeast University(English Edition),1996(1). |
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| Authors: | Zeng Peng Wang Shaodi |
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| Abstract: | An algorithm for multivariable autoregressive moving average (MARMA) modelling which only uses scalar computations is proposed. The given MARMA process is converted to an equivalent scalar, periodic ARMA process. The scalar autoregressive (AR) parameters are estimated by firstly deriving a set of modified Yule Walker type equations and then solving them by a parallel order recursive algorithm. The moving average (MA) parameters are estimated by a least squares method from the estimates of the input samples obtained via a high order, periodic AR approximation of the scalar process. |
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| Keywords: | time series analysis ARMA model Cholesky decomposition Yule Walker equation |
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