SVDTLS
所属分类:matlab编程
开发工具:matlab
文件大小:1KB
下载次数:137
上传日期:2010-10-22 11:49:33
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dovefriends
说明: 用Matlab仿真实现最小二乘法和总体最小二乘法估计
假设仿真的观测数据 产生,其中 为0均值, 单位方差的高斯白噪声,取n=1,2,....128。
试用TLS,取AR阶数为4,估计AR参数 和正弦波频率;再用SVD-TLS ,估计AR参数 和正弦波频率。
(1)、在仿真中,AR阶数取为4和6。
(2)、执行SVD-TCS时,AR未知。仿真运行至少二十次。
(Simulation using Matlab and the overall least squares least squares estimate assumptions simulated observation data are generated, where 0 mean, unit variance Gaussian white noise, take n = 1,2 ,.... 128. Try TLS, take AR order of 4, estimated AR parameters and the sine wave frequency then SVD-TLS, estimated AR parameters and the sine wave frequency. (1), in the simulation, AR order is taken as 4 and 6. (2), when the implementation of SVD-TCS, AR is unknown. Simulation run at least twenty times.)
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SVDTLS.m (1826, 2010-07-15)
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