Abstract
One of the most popular methods for estimation of periodic autoregressive model is based on solving of Yule-Walker equations. This method is especially useful for signal with Gaussian noise and rigid periodicity. Since many real data does not always satisfy these conditions we propose to investigate the estimation procedure for a set of simulated signals for which the conditions are not satisfied. We motivate our analysis by signals that represent vibration acceleration of rotating machinery which operate in an open-pit mine. The results allow to answer the question whether the PAR model might be applicable to industrial signals and how far the signal might be from the ideal case.
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Wylomanska, A., Obuchowski, J., Zimroz, R., Hurd, H. (2015). Influence of Different Signal Characteristics on PAR Model Stability. In: Chaari, F., Leskow, J., Napolitano, A., Zimroz, R., Wylomanska, A., Dudek, A. (eds) Cyclostationarity: Theory and Methods - II. CSTA 2014. Applied Condition Monitoring, vol 3. Springer, Cham. https://doi.org/10.1007/978-3-319-16330-7_5
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DOI: https://doi.org/10.1007/978-3-319-16330-7_5
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