Predictive Intelligent Filter Design in Signal Processing Using AR and ARMA Models

Autor: Marco P. Schoen, Chien-Hsun Kuo, Bhag Singh Kelwant Kaur, Sinchai Chinvorarat
Rok vydání: 2004
Předmět:
Zdroj: Dynamic Systems and Control, Parts A and B.
DOI: 10.1115/imece2004-59585
Popis: The design of filters for the prediction of signals has been a widely studied field. For some of the applications, more accurate and further reaching algorithms are necessary. For example, in the prediction of irregular waves for wave energy converters, an accurate prediction of wave height and velocity are important in order to maximize the converter’s efficiency. This paper presents three prediction filters for such an application. The first algorithm is based on a simple autoregressive (AR) model and a standard least-squares estimation scheme. The second proposed filter is based on an autoregressive moving average (ARMA) model. The third filter is a fixed horizon predictive filter based on an AR structure, using a Genetic Algorithm to estimate its prediction parameters. All proposed algorithms are simulated using a Pierson-Moskowitz spectrum representing wind speeds of 30 knot.
Databáze: OpenAIRE