Reliable LDA-spectra by resampling and ARMA-modeling

S. de Waele, P.M.T. Broersen
IMTC/98 Conference Proceedings. IEEE Instrumentation and Measurement Technology Conference. Where Instrumentation is Going (Cat. No.98CH36222)  
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
more » ... ive statistical criterion. Typically, the ARMA spectrum is better than the best windowed periodogram. Index Terms- Fluid flow measurement, irregular sampling, resampling, spectral analysis, time series analysis. Stijn de Waele was born in Eindhoven, The Netherlands, in 1973. He received the M.Sc. degree in applied physics in 1998 from the Delft University of Technology, Delft, The Netherlands, where he is currently pursuing the Ph.D. degree. His research is aimed at the development and application of new time series analysis algorithms. Piet M. T. Broersen was born in Zijdewind, The Netherlands, in 1944. He received the M.Sc. He is currently with the Department of Applied Physics, Delft University. His research interests are the selection of order and type of time series models and the application to spectral analysis, model building, and feature extraction.
doi:10.1109/imtc.1998.676957 fatcat:wgxdtpjiajhv7p6qtaxg4mlr3m