Zhang Haiyong, Ma Xiaojiang, Gai Qiang. A new method for ARMA model of non-stationary signal[J]. Journal of Electronics & Information Technology, 2002, 24(7): 992-996.
Citation:
Zhang Haiyong, Ma Xiaojiang, Gai Qiang. A new method for ARMA model of non-stationary signal[J]. Journal of Electronics & Information Technology, 2002, 24(7): 992-996.
Zhang Haiyong, Ma Xiaojiang, Gai Qiang. A new method for ARMA model of non-stationary signal[J]. Journal of Electronics & Information Technology, 2002, 24(7): 992-996.
Citation:
Zhang Haiyong, Ma Xiaojiang, Gai Qiang. A new method for ARMA model of non-stationary signal[J]. Journal of Electronics & Information Technology, 2002, 24(7): 992-996.
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.
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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