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831
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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 ]} , .
} {b
(i)
0
. p ( i ) q ( i ) ()
() ,
(p
(i)
+ q( i )
. (i) i- .
[2], -
} .
p( i )
(2)
k =1
,
, ,
, .
,
(. .1) i-
2
q( i )
p( i )
1 + a k( i ) exp( j 2fkt )
k =1
(3)
i=1,2,,M,
t ; 2
.
{ x [ n ]} ; j
.1. :
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- - , , 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], .
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, 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)
{a } , k=1,2,..., p
(i)
k
{ }
} {
, 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
)(
=2 , q
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b0( i ) <1
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- - , , 2006, .33
123
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- - , , 2006, .33
124
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( , ..)
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. [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$0( i ) =
[ ]
, i=1,2,,M .
(10)
i-
, () .
, i=1,2,,
, ,
p( i ) .
4.
. ( ) . ( )
( ).
:
i=1: ;
i=2: ;
i=3: ;
i=4: ;
i=5: .
MathCad 6.0 . y[n-N], y[n-N+1],., y[n] . ,
R[0] ( r[k] ) , ,
. (. . 3) maxP p ( i ) .
___________________________________________________________________________________
- - , , 2006, .33
126
A (
p$
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)
.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 .
,
,
, ,
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(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