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k =1

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k =1

p( i )

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

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i=1,2,,M,

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k =1

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

{a } , k=1,2,..., p
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## bk( i ) , k=0,1,..., q ( i ) , : a (k i ) [ n ] bk( i ) [ n ] .

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(i)

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

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k =1

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p

, i=1,2,,M .

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126

A (

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

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p\$ ( i ) = 3 .
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a\$ (k i ) , k=1,2,, p\$ ( i ) ; i=1,2,,M (i)

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

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.3.

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

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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

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- - , , 2006, .33
128

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

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

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129

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

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, k=1,2,, q , i=1,2,,M .

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(i)
(i)
(i)
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p\$ < 2 p .

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

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