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. 615.471: 616-073.97: 616.

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- - , , 2006, .33
121

[3,4] ,
.
y ( i ) [ n ] i-

p( i )

(i)

[n] + a

(i)
k

(i)

[n k] = b

q( i )

(i)
0

x [ n ] + bk( i ) x [ n k ] , i=1,2,,M ,

k =1

(1)

k =1

{ x [ n ]} , .

a1( i ) , a 2( i ) ,..., a (pi( )i )

} {b

(i)
0

,b1( i ) ,..., bq( (ii)) , p ( i ) q ( i ) -

. p ( i ) q ( i ) ()
() ,

(p

(i)

+ q( i )

. (i) i- .
[2], -

b1( i ) ,..., bq( (ii))

} .
p( i )

y [ n ] + ak( i ) y ( i ) [ n k ] = b0( i ) x [ n ] , i=1,2,,M .


(i)

(2)

k =1

,
, ,
, .
,
(. .1) i-
2

q( i )

S ( i ) ( f ) = 2 t b0( i ) + bk( i ) exp( j 2fkt )


k =1

p( i )

1 + a k( i ) exp( j 2fkt )
k =1

(3)

i=1,2,,M,

t ; 2
.

{ x [ n ]} ; j

.1. :
) ; ) ; ) .

___________________________________________________________________________________
- - , , 2006, .33
122

(), N 1

{ x [ n ]} 0

y ( i ) [ n ]

N 1

. () :

q( i )
p( i )

( i ) k

1 + a ( i ) z k , i=1,2,,M .
W ( z ) = bk z
(4)
k
k =0

k =1

,
{ x [ n ]} , i- , . [2], .
, ,
.
. ,
Z. (i)

, z (k i ) , k=1,2,..., p ( i ) , i=1,2,,M

p( k )

p( i )

+ a k( i ) z p

(i)

k =1

= 0 , i=1,2,,M

(5)

z k( i ) < 1 , k=1,2,..., p ( i ) , i=1,2,,M.


{a } , k=1,2,..., p
(i)
k

{ }

} {

bk( i ) , k=0,1,..., q ( i ) , : a (k i ) [ n ] bk( i ) [ n ] .


:
(i)

, z (k i ) , k=1,2,..., q ( i ) , i=1,2,,M
1+

b1( i )
b0( i )

z 1 +

b2( i )
b0( i )

z 2 + ...+

b( (i i))

(i)
q
z q = 0
b0( i )
(i)

z k( i ) < 1 , k=1,2,..., q

(6)

, i=1,2,,M

, i=1,2,,M.

,
, . 1.

1

(
( p

)
= 2)

p ( i ) = 1
(i)

(i)

(i)

1< a1 <1

1+ a1( i ) + a 2( i ) >0; 1 a1( i ) + a 2( i ) >0; 1< a 2( i ) <1

)(

=2 , q

(i)

= 1 ..

1+ a1( i ) + a 2( i ) >0; 1 a1( i ) + a 2( i ) >0;


(i)

(i)

1< a 2 <1; 1< b1

b0( i ) <1

___________________________________________________________________________________
- - , , 2006, .33
123

2.
(.
. 2) , .
:
.
(.
.1) .
,
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. 2. .
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, {x[n]} . ,
, .
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- - , , 2006, .33
124

.
, ,
, , , ..
.
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3.
(i)

{ a (k i ) } { bk }

[3]. ,
. .

.
,
,
. . .
, , . , ,
.
, , , ( ) .
( , ..)
. ,
. [4,6],
R$ ( i ) [ 0 ]
$( i )
R [1]

M
(i) (i)
$
R
[
p ]

L
R$ ( i ) [ p( i ) ] 1
$( i )
L R$ ( i ) [ p( i ) + 1 ] a1

=
M
M
O
M
a$( i )
&&( i ) [ 0 ]
R$ ( i ) [ p( i ) 1 ] L
R
p( i )
R$ ( i ) [ 1 ]
R$ ( i ) [ 0 ]

( )

$( i )
b0
0

M
0

, i=1,2,,M ,

(7)


. ,
, ,
.
[5]
___________________________________________________________________________________
- - , , 2006, .33
125

a$ ( i( )i )
p

+1,k

= a$ ( i( )i )
p

,k

a$ ( i( )i )

$( i )

r
(i)
a$ ( i )
p

+1, p( i ) +1

[p

(i)

+1, p

(i)

+1

a$ ( i( )i )
p

(i)

,p

+1 k

, k=1,2,..., p ( i ) , i=1,2,,M

p( i )

+ 1 a$ ( i( )i ) r$ ( i ) p ( i ) + 1 k
1

k =1 p ,k
p( i )
(i)
a$ p( i ) ,k r$ ( i )
k =1

[k ]

(8)

,
r$( i ) [ k ] =

(9)

R$ ( i ) [ k ]
R$ ( i ) [ 0 ]

R$ ( i ) [ k ] k .
R
[4], , , .
[5]
b$0( i ) =

[ ]

1 a$1( i ) r$ ( i ) [1] a$ 2( i ) r$ ( i ) [ 2 ] ... a$ ( i()i ) r$ ( i ) p ( i )


p

, i=1,2,,M .

(10)

i-
, () .
, i=1,2,,
, ,
p( i ) .
4.

. ( ) . ( )
( ).
:
i=1: ;
i=2: ;
i=3: ;
i=4: ;
i=5: .

MathCad 6.0 . y[n-N], y[n-N+1],., y[n] . ,
R[0] ( r[k] ) , ,
. (. . 3) maxP p ( i ) .
___________________________________________________________________________________
- - , , 2006, .33
126

A (

, a$ 1( i ) ,a$ 2( i ) ,...,a$ ( i()i ) ) ( , b$0( i ) )

p$

a$ ( i )
11
(i)
a$ 21
(i)
A$ = a$ 31
M
(i)
a$ $ ( i )
p 1

(i)
a$ 22
(i)
a$ 32

(i)
a$ 33

a$ ( i( )i )
p$

a$ ( i( )i )
p$

L a$ ( i( )i )
p$

p$ ( i )

, p$ ( i ) = 1
, p$ ( i ) = 2

, p$ ( i ) = 3

, p$ ( i ) > p ( i )
<

b$ ( i ) ,
p$ ( i ) = 1
0( i )

b$0 ,
p$ ( i ) = 2

B$ = b$ ( i ) ,
p$ ( i ) = 3 .
0
M

M
(i)
(i) > (i)
p
b$0 , p$
<

(11)


. ,
( p( i ) = 9 ) 2, .4.
5.
a$ (k i ) , k=1,2,, p$ ( i ) ; i=1,2,,M (i)

z k , i=1,2,,M
. [1] a$ (k i ) ,
(i)

k=1,2,, p$ ( i ) ; i=1,2,,M, z k , i=1,2,,M 1.

.3.

(
MathCad 6.0 :
k,k 0, k=1,2,,maxP; k 0, k=1,2,,maxP;
Rk, k=1,2,,maxP
).

___________________________________________________________________________________
- - , , 2006, .33
127

(i=1)

(i=2)

(i=3)

(i=4)

(i=5)

a1( 1 )

-2.0996002529

a 6( 1 )

0.1028204577

a 2( 1 )

1.8485053201

a7( 1 )

-0.1172624424

a 3( 1 )

-0.8067828971

a 8( 1 )

0.2437109177

a 4( 1 )

0.130439764

a 9( 1 )

-0.117426362

a 5( 1 )

-0.0611746156

b0( 1 )

0.1823319848

a1( 2 )

-2.0988473536

a 6( 2 )

0.0826074683

a 2( 2 )

1.8493280888

a7( 2 )

-0.1010951105

a 3( 2 )

-0.8296557452

a 8( 2 )

0.2173943324

a 4( 2 )

0.1021409406

a 9( 2 )

-0.0824547072

a 5( 2 )

-0.0515261637

b0( 2 )

0.1647040114

a1( 3 )

-2.0831592228

a 6( 3 )

0.1224962368

a 2( 3 )

1.7745177262

a7( 3 )

-0.1268485601

a 3( 3 )

-0.7250207418

a 8( 3 )

0.2171171904

a 4( 3 )

0.1731579106

a 9( 3 )

-0.1273138872

a 5( 3 )

-0.0966357503

b0( 3 )

0.1752233333

a1( 4 )

-1.9268275161

a 6( 4 )

0.1108545088

a 2( 4 )

1.4777103315

a7( 4 )

-0.1269405776

a 3( 4 )

-0.5772724192

a8( 4 )

0.178207473

a 4( 4 )

0.1536000317

a 9( 4 )

-0.080728236

a 5( 4 )

-0.1144480912

b0( 4 )

0.2289664384

a1( 5 )

-2.1402985158

a 6( 5 )

0.0884805334

a 2( 5 )

1.8739433523

a7( 5 )

-0.1169191814

a 3( 5 )

-0.8422262279

a 8( 5 )

0.2371767974

a 4( 5 )

0.0858358096

a 9( 5 )

-0.0939669752

a 5( 5 )

-0.0513578125

b0( 5 )

0.1132552482

___________________________________________________________________________________
- - , , 2006, .33
128

.4.
.
z (k i ) < 1 , i=1,2,,M , a$ (k i ) , k=1,2,, p$ ( i ) ; i=1,2,,M
, ..

a k( i ) ,

k=1,2,, p ( i ) ; i=1,2,,M. . ,

n a$ (k i ) a (k i ) -

. ( z (k i )
z (k i ) > 1 , k=1,2,, p ( i ) ) ,

.
.
, , . .5 [4]
.
, N ( )
.
[7] .
, ,
,
2
2
2
1
2 ( i ) 1 + a1( i ) + a 2( i ) + ...+ a (k i)1
ak
N

(12)
2
2
( i ) 2 ( i )
(
i
)

- a ( i ) + a ( i ) + ...+ a ( i()i )
, k=1,2,, p , i=1,2,,M ,
p
p 1
p k + 1

( ) ( )

( )

___________________________________________________________________________________
- - , , 2006, .33
129

2( i )
bk

( ) ( )

( )

2
2
2
1
1 + b1( i ) + b2( i ) + ...+ bk( i )1
N

2
2
2


(i)
- b( (i i)) + b( (i i)) + ...+ b( (i i))
, k=1,2,, q , i=1,2,,M .

q
q

1
q

k
+
1

(13)

.5. a1
-. : ) - , ) , ) , )
.
[7],

p( i )
2
1

a (k i ) , s( i ) = 1,2 ,...,min p$ ( i ) p ( i ) , p ( i ) ;

N k = p ( i ) ( s ( i ) 1 )
2 ( i ) =
(14)
a$ s
p( i )
2
1
(i)
(i)
(i)
(i)
(i)
$
$
ak
; s = p p + 1,,..., p ,

N
k = p ( i ) ( s ( i ) 1 )

( )

( )

___________________________________________________________________________________
- - , , 2006, .33
130

p$ < 2 p .

,
,
, ,
.

, , . . c
-. , . - , , ,
, .

. . , , .
, .
, ,
, , ,
- .
(99-3.5-260, 013.5-80, 02-3.5-127, 03-3.5-3, ISSEP 232-03)
-.

1. . . . : : . . /
. . , . . , . . ; . . . . .: , 1985. 487., .
2. . . . // . . , . . , . . //
. 1984. 4. .69. .6-22.
3. . ., . . : . . .: , 1983. 384.
4. .-. . . : . . .:
, 1990. 584., .
5. ., . . .: ,
1978. 848., .
6. .. . .: , 1992. 392 .
___________________________________________________________________________________
- - , , 2006, .33
131

7. Friedlander B. On the computation of the CramerRao bound for ARMA parameter estimation. // IEEE Trans. Acoust. Speech, Signal Proc. 1984. Vol. ASSP-32. pp.721-727.

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- - , , 2006, .33
132