Explore MATLAB source code curated for "总体最小二乘法" with clean implementations, documentation, and examples.
Implementation of AR parameter estimation for ARMA models using Singular Value Decomposition-Total Least Squares method, with harmonic recovery simulation based on estimated parameters
A comprehensive example demonstrating ARMA model estimation using Total Least Squares method, featuring MATLAB simulation with complete code implementation and algorithm analysis.
ARMA Spectral Estimation - Total Least Squares Approach for Autoregressive Parameter Estimation with Implementation Considerations
MATLAB simulation implementation of Least Squares (LS) and Total Least Squares (TLS) estimation methods. The observation data is generated with zero-mean, unit-variance Gaussian white noise for n=1,2,...,128 samples. The simulation tests TLS with AR order 4 to estimate AR parameters and sinusoidal frequency, then uses SVD-TLS for the same estimation. Key implementation aspects include: (1) Testing AR orders 4 and 6, (2) Executing SVD-TCS with unknown AR order, (3) Running simulations minimum 20 times for statistical reliability.