现代雷达2017，Vol.39Issue(6)：27-30,4.DOI:10.16592/j.cnki.1004-7859.2017.06.006
一种基于ARMA和NGARCH过程的海杂波建模方法
A Modeling Method of Sea Clutter Based on ARMA-NGARCH Process
唐绩 1朱峰 2董扬 1路彬彬 1杨建军1
作者信息
- 1. 南京电子技术研究所, 南京210039
- 2. 上海机电工程研究所,上海201109
- 折叠
摘要
Abstract
Autoregressive moving-average (ARMA) process and generalized autoregressive conditional heteroskedasticity (GARCH) process are common tools for modeling financial data in economics.In order to make it suitable for modeling sea clutters,we combine the nonlinear expansion models of ARMA and GARCH,and extend it to the complex domain.Compared with the traditional sea clutter models and the original GARCH model,the proposed model has obvious advantages in probability density function fitting.Besides,the new model can accurately capture the strong correlation in adjacent sea clutters.Empirical studies on actual sea clutter data show the accuracy and effectiveness of our model.关键词
海杂波/自回归滑动平均过程/非线性模型/广义自回归条件异方差过程Key words
sea clutter/ARMA process/nonlinear model/GARCH process分类
信息技术与安全科学引用本文复制引用
唐绩,朱峰,董扬,路彬彬,杨建军..一种基于ARMA和NGARCH过程的海杂波建模方法[J].现代雷达,2017,39(6):27-30,4.
