• Title/Summary/Keyword: Yule-Walker Method

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On a Multiple Data Handling Method under Online Parameter Estimation

  • Takeyasu, Kazuhiro;Amemiya, Takashi;Iino, Katsuhiro;Masuda, Shiro
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.64-72
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    • 2002
  • In the field of plant maintenance, data that are gathered by sensors on multiple machines are handled and analyzed. Online or pseudo online data handling is required on such fields. When the data occurrence speed exceeds the data handling speed, multiple data should be handled at a time (batch data handling or pseudo online data handling). If l amount of data are received at one time following N amount of data, how to estimate the new parameters effectively is a great concern. A new simplified calculation method, which calculates the N data's weights, is introduced. Numerical examples show that this new method has a fairly god estimation accuracy and the calculation time is less than 1/10 compared with the case when the whole data are re-calculated. Even under the restriction calculation ability in the apparatus is limited, this proposed method makes the failure detection of equipments possible in early stages with a few new coming data. This method would be applicable in many data handling fields.