Sea Spectral Estimation Using ARMA Models

This paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony’s method applied to the auto-covariance series, is presented. Afterwards, an analysis on how the parameter...

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Main Authors: Marta Berardengo, Giovanni Battista Rossi, Francesco Crenna
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Sensors
Subjects:
Online Access:https://www.mdpi.com/1424-8220/21/13/4280
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author Marta Berardengo
Giovanni Battista Rossi
Francesco Crenna
author_facet Marta Berardengo
Giovanni Battista Rossi
Francesco Crenna
author_sort Marta Berardengo
collection DOAJ
description This paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony’s method applied to the auto-covariance series, is presented. Afterwards, an analysis on how the parameters involved in the ARMA reconstruction procedure—for example, the signal time length, the number of poles and data used—affect the spectral estimates is carried out, providing evidence on their effect on the accuracy of results. This allowed us to provide guidelines on how to set these parameters in order to make the ARMA model as accurate as possible. The paper focuses on mono-modal sea states. Nevertheless, examples also related to bi-modal sea states are discussed.
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spelling doaj.art-73a252f4a3f24839a8a8dd66642c29f72023-11-22T01:18:43ZengMDPI AGSensors1424-82202021-06-012113428010.3390/s21134280Sea Spectral Estimation Using ARMA ModelsMarta Berardengo0Giovanni Battista Rossi1Francesco Crenna2Department of Mechanical, Energy, Management and Transportation Engineering, University of Genova, Via Opera Pia 15A, 16145 Genova, ItalyDepartment of Mechanical, Energy, Management and Transportation Engineering, University of Genova, Via Opera Pia 15A, 16145 Genova, ItalyDepartment of Mechanical, Energy, Management and Transportation Engineering, University of Genova, Via Opera Pia 15A, 16145 Genova, ItalyThis paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony’s method applied to the auto-covariance series, is presented. Afterwards, an analysis on how the parameters involved in the ARMA reconstruction procedure—for example, the signal time length, the number of poles and data used—affect the spectral estimates is carried out, providing evidence on their effect on the accuracy of results. This allowed us to provide guidelines on how to set these parameters in order to make the ARMA model as accurate as possible. The paper focuses on mono-modal sea states. Nevertheless, examples also related to bi-modal sea states are discussed.https://www.mdpi.com/1424-8220/21/13/4280sea waves monitoringARMA modelProny methodspectral estimation
spellingShingle Marta Berardengo
Giovanni Battista Rossi
Francesco Crenna
Sea Spectral Estimation Using ARMA Models
Sensors
sea waves monitoring
ARMA model
Prony method
spectral estimation
title Sea Spectral Estimation Using ARMA Models
title_full Sea Spectral Estimation Using ARMA Models
title_fullStr Sea Spectral Estimation Using ARMA Models
title_full_unstemmed Sea Spectral Estimation Using ARMA Models
title_short Sea Spectral Estimation Using ARMA Models
title_sort sea spectral estimation using arma models
topic sea waves monitoring
ARMA model
Prony method
spectral estimation
url https://www.mdpi.com/1424-8220/21/13/4280
work_keys_str_mv AT martaberardengo seaspectralestimationusingarmamodels
AT giovannibattistarossi seaspectralestimationusingarmamodels
AT francescocrenna seaspectralestimationusingarmamodels