IDENTIFICATION OF MULTI-DIMENSIONAL NONSTATIONARY ARMA MODEL AND SPECTRAL ANALYSIS

Nonstationary ARMA modeling of seismic motions

Discrete time-varying autoregressive moving average (ARMA) models are used to describe realistic earthquake ground motion time histories. Both amplitude and frequency nonstationarities are incorporated in the model. An iterative Kalman filtering scheme is introduced to identify the time-varying parameters of an ARMA model from an actual earthquake record. Several model verification tests are pe...

Nearly Nonstationary Arma Processes: Second Order Properties

Second order properties of nearly nonstationary ARMA processes are investigated in the cases when the autoregressive polynomial equation has (i) a real root close to 1; (ii) a real root close to -1; (iii) a pair of complex roots close to the unit circle. The effect of the closeness to the unit circle of the ARMA poles on its covariance and spectral density functions is considered. The obtained ...

Wigner-Ville spectral analysis of nonstationary processes

Abstmct-The Wigner-Ville spectrum has been recently introduced as the unique generalized spectrum for time-varying spectral analysis. Its properties are revised with emphasis on its central role in the analysis of second-order properties of nonstationary random signals. We propose here a general class of spectral estimators of the Wigner-Ville spectrum: this class is based on arbitrarily weight...

Weyl Spectral Analysis of Nonstationary Random Processes

|We introduce the generalized evolutionary spectrum (GES) as a family of time-varying power spectra for nonstationary random processes. The GES extends the well-known evolutionary spectrum and the recently de ned transitory evolutionary spectrum. A particularly interesting member of the GES family is the novel Weyl spectrum. We discuss the properties of the Weyl spectrum, and we apply the Weyl ...

Spectral analysis of ARMA processes by Prony's method