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The aim of this paper is to develop a new recursive identification algorithm for autoregressive (AR) models corrupted by additive white noise. The proposed approach relies on a set of both low-order and high-order Yule–Walker equations and on a modified version of the overdetermined recursive instrumental variable method, leading to the estimation of both the AR coefficients and the additive noise variance. The main motivation behind our proposition is introducing model identification procedures suitable for implementation on edge-computing platforms and programmable logic controllers (PLCs), which are known to have limited capabilities and resources when dealing with complex mathematical computations (i.e., matrix inversion). Indeed, our development is focused on condition monitoring systems, with particular attention paid to their integration onboard industrial machinery. The performance of the recursive approach is tested using both numerical simulations and a laboratory case study. The obtained results are very promising.

Condition monitoring (CM) is the basis of prognostics and health management (PHM), which is gaining more and more importance in the industrial world. CM, which refers to the tracking of industrial equipment's state of health during operations, plays, in fact, a significant role in the reliability, safety, and efficiency of industrial operations. This paper proposes a data-driven CM approach based on the autoregressive (AR) modeling of the acquired sensor data and their analysis within frequency subbands. The number and size of the bands are determined with negligible human intervention, analyzing only the time–frequency representation of the signal of interest under normal system operating conditions. In particular, the approach exploits the synchrosqueezing transform to improve the signal energy distribution in the time–frequency plane, defining a multidimensional health indicator built on the basis of the AR power spectral density and the symmetric Itakura–Saito spectral distance. The described health indicator proved capable of detecting changes in the signal spectrum due to the occurrence of faults. After the initial definition of the bands and the calculation of the characteristics of the nominal AR spectrum, the procedure requires no further intervention and can be used for online condition monitoring and fault diagnosis. Since it is based on the comparison of spectra under different operating conditions, its applicability depends neither on the nature of the acquired signal nor on a specific system to be monitored. As an example, the effectiveness of the proposed method was favorably tested using real data available in the Case Western Reserve University (CWRU) Bearing Data Center, a widely known and used benchmark. [ABSTRACT FROM AUTHOR]

Power conversion systems for wireless power transfer (WPT) applications have demanding requirements for continuity of service, besides being operated with stressing environmental conditions. Diagnostic and prognostic programs are thus quite useful and this work shows a novel approach based on the analysis of spectra of an autoregressive (AR) model to recognize a wide range of faulty devices, including incipient faults, when deviations from nominal parameters begin to manifest. AR modeling provides cleaner and easier to interpret spectra, where only the salient features remain, and they are more sensitive to variations in the corresponding time domain waveforms. A log spectral distance is calculated that successfully separates healthy and faulty states of the feeding single-phase inverter, even in challenging scenarios of poor signal-to-noise ratio. [ABSTRACT FROM AUTHOR]

The article presents a solution based on autoregressive (AR) model for the speech signal for the single-microphone speech enhancement problem. Findings reveal the better performance of the proposed speech enhancement solution in terms of signal-to-noise ratio (SNR), segmental SNR and informal subjective tests.

This note introduces an extended environment for Kalman filtering that considers also the presence of additive noise on input observations in order to solve the problem of optimal (minimal variance) estimation of noise-corrupted input and output sequences. This environment includes as subcases both errors-in-variables filtering (optimal estimate of inputs and outputs from noisy observations) and traditional Kalman filtering (optimal estimate of state and output in presence of state and output noise). A Monte Carlo simulation shows that the performance of this extended filtering technique leads to the expected minimal variance estimates. Index Terms--Errors-in-variables filtering, Kalman filtering, optimal filtering, recursive filtering.