Time-frequency representation based on time-varying autoregressive model with applications to non-stationary rotor vibration analysis

Research on vibration response of a multi-faulted rotor system using LMD-based time-frequency representation

Unbalance, fatigue crack and rotor-stator rub are the three common and important faults in a rotor-bearing system. They are originally interconnected each other, and their vibration behaviors do often show strong nonlinear and transient characteristic, especially when more than one of them coexist in the system. This article is aimed to study the vibration response of the rotor system in presen...

On Recursive Estimation for Locally Stationary Time Varying Autoregressive Processes

This paper focuses on recursive estimation of locally stationary autoregressive processes. The stability of the model is revisited and uniform results are provided when the time-varying autoregression parameters belong to appropiate smoothness classes. An adequate normalization for the correction term used in the recursive estimation procedure allows for very mild assumptions on the innovations...

Stationary space-time Gaussian fields and their time autoregressive representation

We compare two different modelling strategies for continuous space discrete time data. The Žrst strategy is in the spirit of Gaussian kriging. The model is a general stationary space–time Gaussian Želd where the key point is the choice of a parametric form for the covariance function. In the main, covariance functions that are used are separable in space and time. Nonseparable covariance functi...

Time-Varying Autoregressive Model Based Signal Processing with Applications to Interference Rejection in Spread Spectrum Communications

Non-stationary structural model with time-varying demand elasticities

The paper considers local linear regression of a time series model with non-stationary regressors and errors. Asymptotic property of the local linear estimator is derived under a new dependence measure of non-stationary time series. We apply the local linear regression method to estimate the ‘‘time-varying’’ coefficients of an economic-causal model for the industrial sector of the U.S. economy....