论文部分内容阅读
本文利用标准的一维滞后窗构造了一类新的通用多维滞后窗，当其维数不高于三维时，可应用于不高于四阶的高阶谱估计，同时指出，已经存在的一类通用多维滞后窗并不适用于高阶谱估计。在此基础上，以三维滞后窗为例讨论了新的通用多维滞后窗在高阶谱的非参数化估计方法中的应用，给出了一个同时采用分段平均和加三维滞后窗平滑的四阶谱估计的间接算法及相应的计算实例。
In this paper, a new type of general multi-dimensional hysteresis window is constructed by using a standard one-dimensional hysteresis window. When its dimension is not higher than three-dimensional, it can be applied to higher-order spectral estimations up to fourth order. Meanwhile, The generic generic multi-dimensional delay window is not suitable for higher-order spectral estimation. On this basis, the application of a new generalized multi-dimensional hysteresis window to the nonparametric estimation of high-order spectra is discussed based on the example of three-dimensional hysteresis window. A four-dimensional Indirect Algorithm of Order Estimation and Corresponding Calculation Example.