AR模型参数的Bootstrap方差估计

Bootstrap Variance Estimation for AR Parameters of Cutting Chatter

针对故障诊断中AR模型参数判别门限值的确定需要大量样本和重复多次试验的问题 ,采用小样本统计的Bootstrap方法对车削振颤AR模型参数的方差进行了估计 .结果表明 ,该方法具有较好的估计结果和工程应用价值 .

Estimation for variances of discriminating parameters obtained by AR modelling need a large number of samples or the experiment shall be repeated many times. In this paper, to solve those problems in variance estimation for AR parameters of cutting chatter, a Bootstrap method is introduced. The results show the method can give a good variance estimation.