摘要
基于残差序列最小自相关原理，提出一个新的模型适用性检验准则及其递推算 法，用于确定有色噪声过程模型的阶次。其特点是显著性高、计算量小，并且不受噪声 模型自回归阶次等于滑动平均阶次条件的限制。
Based on the least-autocorrelation (LAC) principle, a new testing criterion of model fitting and its recursive algorithm are presented to determine the orders of a colored process. This algorithm is characterized by its high significance and less computation, being not restricted to the condition that the autoregressive order should be equal to the moving average order.
出处
《清华大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
1990年第4期108-114,共7页
Journal of Tsinghua University(Science and Technology)
关键词
自相关原理
系统辨识
检验准则
system identification, testing criterion, LAC principle
