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
Link To Document :
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