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New results for the ADF statistic in nonstationary signal analysis with a view towards structural health monitoring

机译:非平稳信号分析中ADF统计的新结果,具有结构健康监测

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This paper presents some new results relating to nonstationary signal analysis, particularly relating to the ADF test statistic. The first main result is a simple interpretation of the ADF statistic motivated by dimensional analysis. It is argued that the ADF statistic essentially counts the number of cycles of the dominant frequency component in a sample. The analysis also points to a critical frequency f_c, such that frequency components with content lower than f_c will be judged nonstationary; components with content higher than f_c will be judged stationary. The existence of f_c leads to the idea of a simple decomposition into stationary and nonstationary components; such a decomposition is then demonstrated using wavelet/multiresolution analysis. The new decomposition is illustrated using two data sets acquired during the well known Structural Health Monitoring campaign on the Z24 Bridge. The paper should be of interest not just to engineers, but also to econometri-cians, or anyone concerned with time series analysis and the impact of nonstationarity.
机译:本文介绍了与非间断信号分析有关的一些新结果,特别是与ADF测试统计有关。第一个主要结果是通过尺寸分析激励的ADF统计来简单地解释。据称,ADF统计学基本上计数样本中的主频分量的周期数。分析还指向临界频率f_c,使得频率分量低于f_c的频率分量将被判断为非静态;具有高于f_c的内容的组件将被判断静止。 F_C的存在导致简单分解成静止和非间断组件的想法;然后使用小波/多分辨率分析来证明这种分解。使用在Z24桥上的众所周知的结构健康监测活动期间获取的两个数据集来说明新的分解。本文不仅仅是工程师的兴趣,也应该对Ecologetri-Cians,或任何关注时间序列分析的人和非间抗性的影响。

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