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.
张海勇;马孝江;盖强 . 非平稳信号的一种ARMA模型分析方法[J]. 电子与信息学报, 2002, 24(7): 992-996 .
Zhang Haiyong①②; Ma Xiaojiang①; Gai Qiang①②. A new method for ARMA model of non-stationary signal. , 2002, 24(7): 992-996 .