DocumentCode
3393264
Title
An optimized estimation of AR model parameters with inhibiting spectrum deviation
Author
Wang, Yuegang ; Deng, Weiqiang ; Yang, Yingtao ; Zheng, Wenda
Author_Institution
Dept. of Autom. Control Eng., Res. Inst. of Hi-Tech, Xi´´an, China
fYear
2010
fDate
24-28 Oct. 2010
Firstpage
180
Lastpage
182
Abstract
To solve the problem of spectrum deviation brought about by existing AR parameter estimation methods in engineering application, this paper proposed an improved and optimized estimation method for parameters of the AR model with constant parameters. The method was figured out as followed. Firstly, the initial estimation of AR parameters was derived according to LS criteria; Secondly, through the parametric spectrum estimation formula and the consecutive function´s extreme theorem, the mathematical constraint formula was derived with which a combined objective function was constructed under the guidance of punishment function idea; Lastly, the Genetic Algorithm was adopted to optimize the LS estimation of AR parameters. The method proposed was used to estimate spectrum of the vertical vibration acceleration voltage data in turning condition. The results demonstrated that the method proposed overcome such problem as the spectral spectrum deviation, characteristics extraction was more precise and inhibited side-lobes well.
Keywords
autoregressive processes; estimation theory; genetic algorithms; parameter estimation; spectral analysis; AR model parameter estimation; LS estimation; autoregressive model; combined objective function; genetic algorithm; optimized estimation method; spectral spectrum deviation; vertical vibration acceleration voltage data; Data models; Equations; Estimation; Frequency domain analysis; Mathematical model; Spectral analysis; Time domain analysis; Auto-Regressive Model; Combined Objective Function; Genetic Algorithm; LS Estimate;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing (ICSP), 2010 IEEE 10th International Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4244-5897-4
Type
conf
DOI
10.1109/ICOSP.2010.5655214
Filename
5655214
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