AR model parameters How to solve the model's parameters? According to the differential equation of AR Mod el,we have:x(n)=->a,x(n-k)+w(m).=1 [xa-月=Γ2a,a-+wm小a-) R()=-∑aR（i-k)+E[wn)x(n-] Ew(n)x(n-i)=?Please see the blackboard. -2a,R(i-k)+o,i=0 R.（i)= k= a,R-,i>0 Yule-Walker (Y-W)Equation
AR model parameters How to solve the model’s parameters? According to the differential equation of AR Mod el,we have: ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) 0 1 1 1 2 1 1 ( ), 1 ( ) ( ) ( ) ? Please see the blackboard. , 0 , 0 Yule-W p k k p k k p xx k xx k p k xx w k xx p k xx k x n a x n k w n b E x n x n i E a x n k w n x n i R i a R i k E w n x n i E w n x n i a R i k i R i a R i k i σ = = = = = = − − + = − = − − + − = − − + − − = − − + = = − − > ∑ ∑ ∑ ∑ ∑ alker (Y-W) Equation
生上=n1 E[woX(n-i>][X(k)W(+A n=kti =ft第加)wkw+ ,0v h)6(i+) 0o)=1 =0 .当儿=-时有解 =兰h-)6动 否为0 0=0 =67h-) 又儿份是因果统 .4z0. 9 -0 ho)-知He)= 元70 2-70