Parameter estimation of multicomponent transient signals using deconvolution and arma modelling techniques
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Date
2003-11-01
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Academic Press
Abstract
Parameter estimation of transient signals, having real decaying exponential constants, is a difficult
but important problem that often arises in many areas of scientific disciplines. The frequency
domain method of analysis that involves Gardner transformation and conventional inverse filtering
often degrades the quality of the deconvolved data, leading to inaccurate results, especially for
noisy data. An improved method that is based on the combination of Gardner transformation,
optimal compensation deconvolution, and signal modelling techniques is suggested in this paper.
In this method of analysis the exponential signal is converted to a convolution model whose input
is a train of weighted delta function that contains the signal parameters to be determined. The
resolution of the estimated decay rates is poor if the conventional fast Fourier transform (FFT)
algorithm is used to analyse the resulting deconvolved data. Using an autoregressive moving
(ARMA) model whose AR parameters are determined by solving high-order Yule–Walker
equations (HOYWE) via the singular value decomposition (SVD) algorithm can alleviate this
shortcoming. The effect of sampling conditions, noise level, number of components and relative
sizes of the signal parameters on the performance of this modified method of analysis is examined
in this paper. Simulation results show that high-resolution estimates of decay constants can be
obtained when the above signal processing techniques are used to analyse multiexponential signals
with varied signal-to-noise ratio (SNR). This approach also provides a graphical procedure for
detecting and validating the number of exponential signals present in the data. Some computer
simulation results are presented to justify the need for this modified method of analysis.
Description
Keywords
Parameter Estimation, Multicomponent Transient Signals, Deconvolution, Arma Modelling Techniques
Citation
Salami, M. J. E., & Sidek, S. N. (2003). Parameter estimation of multicomponent transient signals using deconvolution and arma modelling techniques. Mechanical systems and signal processing, 17(6), 1201-1218.