Analysis of Wavelet Based Maximum

نویسنده

  • Brett Ninness
چکیده

This paper provides a theoretical analysis of the properties of Wavelet based maximum likelihood estimation of the parameters describing 1=f processes embedded in white noise. This analysis shows that such a scheme is only consistent for spectral exponents in the range 2 (0; 1). This is in contradiction to the results suggested in previous empirical studies. When 2 (0; 1) this paper also establishes that Wavelet based maximum likelihood methods are asymptotically Gaussian and eecient. Finally, the asymptotic rate of mean{square convergence of the parameter estimates is established and is shown to slow as approaches one.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using PCA with LVQ, RBF, MLP, SOM and Continuous Wavelet Transform for Fault Diagnosis of Gearboxes

A new method based on principal component analysis (PCA) and artificial neural networks (ANN) is proposed for fault diagnosis of gearboxes. Firstly the six different base wavelets are considered, in which three are from real valued and other three from complex valued. Two wavelet selection criteria Maximum Energy to Shannon Entropy ratio and Maximum Relative Wavelet Energy are used and compared...

متن کامل

Fault diagnosis of gearboxes using LSSVM and WPT

This paper concentrates on a new procedure which experimentally recognises gears and bearings faults of a typical gearbox system using a least square support vector machine (LSSVM). Two wavelet selection criteria Maximum Energy to Shannon Entropy ratio and Maximum Relative Wavelet Energy are used and compared to select an appropriate wavelet for feature extraction. The fault diagnosis method co...

متن کامل

Studying Influence of Preheating Conditions on Design Parameters of Continuous Paint Cure Ovens

This paper concentrates on a new procedure which experimentally recognises gears and bearings faults of a typical gearbox system using a least square support vector machine (LSSVM). Two wavelet selection criteria Maximum Energy to Shannon Entropy ratio and Maximum Relative Wavelet Energy are used and compared to select an appropriate wavelet for feature extraction. The fault diagnosis method co...

متن کامل

An Emotion Recognition Approach based on Wavelet Transform and Second-Order Difference Plot of ECG

Emotion, as a psychophysiological state, plays an important role in human communications and daily life. Emotion studies related to the physiological signals are recently the subject of many researches. In This study a hybrid feature based approach was proposed to examine affective states. To this effect, Electrocardiogram (ECG) signals of 47 students were recorded using pictorial emotion elici...

متن کامل

Subsea Free Span Pipeline Damage Detection Based on Wavelet Transform under Environmental Load

During their service life, marine pipelines continually accumulate damage as a result of the action of various environmental forces. Clearly, the development of robust techniques for early damage detection is very important to avoid the possible occurrence of a disastrous structural failure. Most of vibration-based damage detection methods require the modal properties that are obtained from mea...

متن کامل

AN INTELLIGENT FAULT DIAGNOSIS APPROACH FOR GEARS AND BEARINGS BASED ON WAVELET TRANSFORM AS A PREPROCESSOR AND ARTIFICIAL NEURAL NETWORKS

In this paper, a fault diagnosis system based on discrete wavelet transform (DWT) and artificial neural networks (ANNs) is designed to diagnose different types of fault in gears and bearings. DWT is an advanced signal-processing technique for fault detection and identification. Five features of wavelet transform RMS, crest factor, kurtosis, standard deviation and skewness of discrete wavelet co...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007