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Journal Achievements of Modern Radioelectronics №10 for 2014 г.
Article in number:
Constructing of vector parametric models of multidimensional radio signals
Keywords: autoregression modeling vector autoregression model vector signals
Authors:
V.G. Andrejev - Ph.D. (Eng.), Associate Professor, Ryazan State Radio Engineering University. E-mail: andrejev.v.g@rsreu.ru
Abstract:
The problem of constructing an autoregressive model of the signal of multidimensional correlated observations made simultaneously. Proposed to use the redefined vector autoregressive model. It is shown that it enables the use of short-dimensional experimental sample 1,5...4-fold relative to reduce estimation error compared to the conventional vector autoregressive same order p=2...5. Profit is achieved by taking into account the linear prediction errors exceeding length of lag p.
Pages: 22-29
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