非平穩(wěn)信號(hào)的一種ARMA模型分析方法
A new method for ARMA model of non-stationary signal
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摘要: 該文提出了一種新的非平穩(wěn)信號(hào)的時(shí)變參數(shù)ARMA模型分析方法,用它分析數(shù)據(jù)需兩個(gè)基本步驟:首先,用一種信號(hào)分解方法把信號(hào)分解成一些基本模式分量。接著,對(duì)分解得到的基本模式分量建立時(shí)變參數(shù)ARMA模型,從而得出時(shí)頗平面上的時(shí)變參數(shù)ARMA模型譜。該方法可用于復(fù)雜的非線性、非平穩(wěn)信號(hào)的處理。Abstract: In this paper, a new method for time-varying ARM A model is introduced. It includes two procedures. First, using one method of signal decomposition, a signal is decomposed into some basic components; second, time-varying ARMA model is established in any of these basic components, and gets their time-frequency spectrum. This method can analyze complicated non-stationary nonlinear signal.
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Y. Grenier, Time-dependent ARMA modeling of nonstationary signals, IEEE Trans. on ASSP,1983. 31(4), 899-911.[2]王文華,王宏禹,非平穩(wěn)信號(hào)的一種ARMA模型參數(shù)估計(jì)法,信號(hào)處理,1998,14(1),33-37.[3]N.E. Huang, Zheng Shen, S. R. long, et al., The empirical mode decomposition and the Hilbert spectrum for nonlinear non-stationary time series analysis, Proc. mathematical. Phs=ysical Engineering sciences.[J]. the Royal Society.1998,454:903- -
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