Reliable LDA-spectra by resampling and ARMA-modeling

Author

De Waele, Stijn ; Broersen, Piet M T

Author_Institution

Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands

Volume

48

Issue

6

fYear

1999

fDate

12/1/1999 12:00:00 AM

Firstpage

1117

Lastpage

1121

Abstract

Laser-Doppler Anemometry (LDA) is used to measure the velocity of gases and liquids with observations irregularly spaced in time. Equidistant resampling turns out to be better than slotting techniques. After resampling, two ways of spectral estimation are compared. The first estimate is a windowed periodogram and the second is the spectrum of a time series model. That is an estimated autoregressive moving average (ARMA) process whose orders are automatically selected from the data with an objective statistical criterion. Typically, the ARMA spectrum is better than the best windowed periodogram

Keywords

autoregressive moving average processes; laser Doppler anemometry; signal sampling; spectral analysis; time series; velocity measurement; ARMA model; LDA spectra; autoregressive moving average process; fluid flow measurement; irregular sampling; laser Doppler anemometry; resampling; slotting; spectral estimation; time series model; velocity measurement; windowed periodogram; Autoregressive processes; Data mining; Gases; Linear discriminant analysis; Liquids; Signal processing; Signal processing algorithms; Signal sampling; Spectral analysis; Velocity measurement;

fLanguage

English

Journal_Title

Instrumentation and Measurement, IEEE Transactions on

Publisher

ieee

ISSN

0018-9456

Type

jour

DOI

10.1109/19.816124

Filename

816124