1、-0.00932-0.007390.01196-0.099430.041330.024730.080210.04504-0.0499-0.06432-0.086120.01965-0.029350.015680.055210.005980.014750.0680.000740.076670.071290.005560.01817-0.083560.05343-0.032790.01009-0.018030.008390.007810.00352-0.084540.162420.04453-0.06626-0.000610.07302-0.06301-0.068350.032020.030510
2、.002450.050250.03470.034230.0537-0.06215-0.069070.0549-0.104030.091240.068940.12646-0.09230.0188-0.076840.015560.06613-0.046290.031650.03763-0.04739-0.0387-0.02969-0.022560.01459-0.02837-0.039850.05124-0.077580.01995-0.08152-0.025030.08058-0.10023-0.030220.02673-0.000580.008040.028340.07375-0.12752-
3、0.03832-0.029460.02818-0.038970.003010.01513-0.045190.01747-0.025110.03847-0.03959-0.03026-0.02406-0.046520.033010.01706-0.02618-0.032030.041730.10232-0.07372-0.014930.016140.042320.001010.009960.03327-0.11276-0.013140.163230.00643-0.010350.011190.015440.07149-0.003770.04760.152120.03364-0.0602-0.03
4、3870.00612-0.05429-0.04-0.01769-0.068240.0281-0.029030.04163-0.017990.02477-0.03745-0.007020.0415-0.049430.021590.031840.12661-0.076710.05233-0.07138-0.077710.08634-0.094080.042610.035660.03936-0.06293-0.01411-0.00687-0.09608-0.08268-0.02495-0.01931-0.000720.1062-0.004360.00466-0.09427-0.107890.0225
5、40.0492-0.031730.057830.014890.10924-0.10760.02668-0.01664-0.10140.013820.03352-0.014190.008270.09193-0.07030.09211-0.018470.03345-0.006070.035160.00086-0.032820.080570.005420.06062-0.092090.01551-0.07850.042860.035830.06190.023130.042260.07538-0.081190.009310.047980.03315-0.00165-0.00221-0.0479-0.0
6、73970.03803-0.124150.039930.022240.007920.006320.06704-0.0104-0.025660.023870.045630.05906-0.085430.088010.049470.003850.005830.040950.10594-0.020180.01862-0.005740.02496二、时序图形(去均值)Matlab程序如下:%去均值%clearclcclose all hidden%循环读入数据s=1; fid11=fopen(D:matlab2009work时间序列数据Time(Signal 1) - Input0,num2str(s
7、),.txt,r);i=1; while feof(fid11) tline1=fgetl(fid11); if double(tline1(1)=48&double(tline1(1)bic(n) min=bic(n); m=n;fprintf(AR模型的阶数为%dn,m);参数为n,cm,1);残差的方差为%10.5f,d(m);%以写的方式建立一个新文件,存储AR模型的参数AR模型参数%输出AR模型的参数fprintf(fid,%dn运行matlab程序,可得如下结果:残差的方差曲线BIC准则曲线AR模型的阶数为15参数为 0.23518 0.05443 -0.03054 0.18497
8、 -0.08442 -0.19621 0.00195 0.02479 -0.02883 -0.05662 -0.11706 0.03522 -0.10570 0.08710 0.21186,残差的方差为 0.00254也就是说n=15最合适,此时参数和残差的方差的值如上所示。四、给出所建的AR(n)模型AR(n)模型中的各参数分别为:n=15,=0.23518 0.05443 -0.03054 0.18497 -0.08442 -0.19621 0.00195 0.02479。将以上各参数代入就可求出AR模型。五、进行AR谱分析AR谱的公式为:%进行AR谱分析%AR(n)模型的初始参数matl
9、ab2009workAR模型参数n=h(1);af=h(2);b=h(3:(n+2);%计算AR谱值drt=2.5625e-004;fs=6400; %采样频率f=0:6.25:(fs-6.25);w=2*pi*f;sumf=0; sumf=sumf+b(j)*exp(-w*j*drt*i);sarws=af./(abs(1-sumf).2);sarw=2*sarws;N=length(sarw);%绘制AR模型的谱图figure;plot(f(1:N/2),sarw(1:N/2);频率(Hz)功率谱值AR谱图grid on;运行matlab程序,可得AR谱图如下:AR模型的AR谱图六、进行周
10、期图谱(FFT)分析 AR模型的周期图谱的公式为:%进行周期图谱(FFT)分析%读入原始数据%计算周期图谱spews=fft(h,N); %原信号的FFT变换spew=2*abs(spews).2/(2*pi*N);fs/N:(fs-fs/N);%绘制周期图谱N/2),spew(1:周期图谱值原始数据的周期图谱运行matlab程序,得AR模型的周期图谱如下:AR模型的周期图谱比较:从AR谱和周期图谱两图中可以看出,AR谱比周期图谱平滑,且无毛刺,谱峰突出。七、程序流程图八、计算Green函数利用递推算式计算Green函数: Matlab程序如下:%计算Green函数%利用递推法算式计算Gree
11、n函数G0=1;G1=b(1)*G0;G(1:40)=0;G(1)=G0;G(2)=G1;for j=3:40j-1 if j%绘制Green函数stem(G);G的值Green函数运行matlab程序,可得Green函数如下:AR模型的Green函数Green函数为G= 1.0000 0.2352 0.1097 0.0081 0.1857 -0.0002 -0.1859 -0.1014 0.0034 -0.0391 -0.1374 -0.1705 0.0051 -0.1080 0.0072 0.1855 0.1682 0.0930 0.0552 0.1248 0.0553 -0.0423 -0.0399 0.0029 -0.0022 -0.0982 -0.0943 -0.0411-0.0569 -0.0443 0.0076 0.0601 0.0475 0.0361 0.0601 0.0536 0.0207 -0.0007 0.0152 0.0107