THRESHOLD MODELS FOR NONLINEAR TIME SERIES ANALYSIS.

Steven Hsin-Yi Lai, S. H. Hsieh

Research output: Contribution to conferencePaperpeer-review

Abstract

The discrete representation of the nonlinear random vibratory system using experimental data is a problem of considerable importance in many engineering fields. A new modeling technique is presented to meet this need. The system is identified in terms of a discrete structure, known as the threshold nonlinear autoregressive moving average (TNLARMA) model. The physical properties of the system is characterized by the analysis of the model. A nonlinear van der Pol process is used to illustrate the modeling procedures. It is shown that the TNLARMA approach leads to a satisfactory result and is applicable to many engineering systems.

Original languageEnglish
Pages369-374
Number of pages6
Publication statusPublished - 1987 Jan 1

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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