非平稳信号的一种ARMA模型分析方法
A new method for ARMA model of non-stationary signal
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摘要: 该文提出了一种新的非平稳信号的时变参数ARMA模型分析方法,用它分析数据需两个基本步骤:首先,用一种信号分解方法把信号分解成一些基本模式分量。接着,对分解得到的基本模式分量建立时变参数ARMA模型,从而得出时颇平面上的时变参数ARMA模型谱。该方法可用于复杂的非线性、非平稳信号的处理。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]王文华,王宏禹,非平稳信号的一种ARMA模型参数估计法,信号处理,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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