一种ARMA谱估计公式
A Formula for ARMA Spectral Estimation
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摘要: 近年来,国内外刊物上发表了一些介绍只估计AR参数的ARMA(p,q)谱估计方法的文 章.本文指出了上述文章中存在的问题,并导出了一种正确的较完善的ARMA(p,q)谱估计 公式.Abstract: In recent years, quite a number of papers have been published in the field of ARMA (p,q) spectral estimation, in which only AR parameters are estimated. some mistakes in those papers are pointed out, and a correct and more complete formula for ARMA (p,q) spectral estimation is established in this paper.
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