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Apparatus and method for modeling random process using reduced length least-squares autoregressive parameter estimation
Apparatus and method for modeling random process using reduced length least-squares autoregressive parameter estimation
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机译:使用减小的长度最小二乘自回归参数估计来对随机过程进行建模的设备和方法
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摘要
An apparatus and method for modelling a random process using reduced length least-squares autoregressive parameter estimation is herein disclosed. The apparatus includes an autocorrelation processor, configured to generate or estimate autocorrelations of length m for a stochastic process, where m is an integer; and a least-squares (LS) estimation processor connected to the autocorrelation processor and configured to model the stochastic process by estimating pth order autoregressive (AR) parameters using LS regression, where p is an integer much less than m. The method includes generating, by an autocorrelation processor, autocorrelations of length m for a stochastic process, where m is an integer; and modelling the stochastic process, by a least-squares estimation processor, by estimating pth order autoregressive (AR) parameters by least-squares (LS) regression, where p is an integer much less than m.
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