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一种改进的ARMA模型参数估计方法

Deng Weiqiang,Wang Yuegang,Yang Yingtao,Zheng Wenda

Zhendong Ceshi Yu Zhenduan/Journal of Vibration, Measurement and Diagnosis（2011）

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Abstract
针对自回归滑动平均(auto-regressive moving average,简称ARMA)模型参数谱估计容易出现谱峰漂移问题,提出一种基于组合目标函数和遗传算法的ARMA模型参数估计方法.通过最小均方误差准则获得ARMA模型参数初始估计,依据现代谱估计理论和连续函数极值存在的必要条件推导模型参数的频域约束方程,构造组合目标函数并采用遗传算法对模型参数初始估计值进行优化获得模型参数的最优解.将该方法用于车削状态下尾顶尖垂直方向振动加速度时间序列建模和谱估计,结果表明了方法的有效性.
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Key words
Auto-regressive moving-average model,Combined objective function,Constraint equation,Gene algorithm,Parameter estimation,Transfer function
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