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A new method for ARMA model of non-stationary signal |
Zhang Haiyong①②; Ma Xiaojiang①; Gai Qiang①② |
①Dalian University of Technology Dalian 116024 China;②Dalian Naval Academy Dalian 116018 China |
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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.
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Received: 28 July 2000
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