Fourier变换的基本格式与PSD非参数估计

Basic forms of Fourier transformation and PSD nonparametric estimation

  • 摘要: 以传统Fourier变换为基础的非参数估计方法是振动工程研究中PSD估计的重要方法。文章以周期图法为例,研究Fourier变换基本格式的不同对PSD非参数估计结果的影响。首先介绍了Fourier变换常见的几种基本格式及其对应的PSD非参数估计计算公式;然后基于PSD的物理内涵,分析、证明多种不同形式的PSD估计公式的同时存在是一种人为误解,只有惟一的一种PSD估计结果才是具有典型物理意义的;最后给出了Fourier变换的一种通用格式及其PSD估计计算公式。

     

    Abstract: Nonparametric estimation of power spectrum density (PSD) in vibration engineering, including the major approach as well as the periodogram method, is based on classical Fourier transformation (FT), but takes quite different forms. This paper discusses the influences of the FT forms on PSD estimation using non-parameter methods such as the periodogram method. First, several FT forms and PSD non-parameter methods are discussed. Then, it is shown that among different forms for PSD estimation only one has physical meaning consistent with the PSD concept. Finally, a general formula for FT and PSD estimation is proposed.

     

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