PROPERTIES OF AUTOREGRESSIVE MODEL IN REACTOR NOISE-ANALYSIS .2. INTERPRETATION OF POLES IN TERMS OF POWER SPECTRAL DENSITY

Since the AR model widely used in the reactor noise analysis is mathematically a subset of the ARMA model, the characteristics of the AR model should be made clear for correct use of the resulting AR model. A simple tool called the PSD contour-map associated with the normalized PSD chart is proposed for interpretation and evaluation of the poles of the AR model from the viewpoint of the PSD. This tool not only visualizes the structure of the poles of the AR model but also provides us various information such as the importance of each pole of the AR model in the frequency region as well as the PSD difference of AR models with different model orders. The fundamental properties of the PSD of a pair of complex conjugate poles are extracted from the PSD contour-map in the form of rules. Model order reduction in AR model fitting is also discussed to show the effectiveness of the PSD contour-map. It is also made clear in terms of the PSD that the information of the poles and zeros outside the convergence circle of the ARMA model is equivalently expressed in the AR model by relocation of the ring-poles representing the zero closest to the unit circle. © 1990 Taylor & Francis Group, LLC.