Modal parameter identification under non-stationary ambient excitation based on continuous time AR model

DOI10.1007/S11431-009-0264-4zbMath1177.62103OpenAlexW2038230334MaRDI QIDQ1047429

Xiu-li Du, Feng-Quan Wang

Publication date: 4 January 2010

Published in: Science in China. Series E (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11431-009-0264-4

zbMATH Keywords

modal identificationCAR modelexact maximum likelihood estimatoruniformly modulated function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

A time-series modeling method based on the boosting gradient-descent theory

Cites Work

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• Modal parameter estimation based on the wavelet transform of output data
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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