TY - JOUR AU - Zvarich, V. PY - 2019/09/25 Y2 - 2024/03/28 TI - USE OF SOLUTIONS OF THE REVERSE PROBLEM OF LINEAR AUTOREGRESSION PROCESSES FOR SIMULATION OF VIBRATION SIGNALS OF ROTATING NODES OF WIND GENERATORS JF - Vidnovluvana energetika JA - VE VL - 0 IS - 3(58) SE - Wind Energy DO - 10.36296/1819-8058.2019.3(58).48-57 UR - https://ve.org.ua/index.php/journal/article/view/216 SP - 48-57 AB - Difference methods of power equipment diagnostics are discussed. Comparison of different vibration methods for wind generator diagnostic is represented. Linear autoregressive processes for construction  of wind generator expert systems is considered. Poisson jump spectra's properties are used for the solution of the problem. A method of Gammal AR(2)  generative  process   characteristic function determination is discussed.  The  method is suggested for definition the characteristic function for linear autoregressive AR(2) processes with Gamma distribution of the generative process , namely, autoregressive process AR(2) , , where  are autoregressive parameters;    is a set of integers;   is the random process with discrete time and independent  values having an infinitely divisible distribution, the process is often called the generating process. Sometimes the problem is called inverse problem. It is noted that the logarithm of the one-dimensional   characteristic function of the linear stationary autoregressive process may be determined in Kolmogorov canonical representation  in which the parameter  and spectral functions of jumps  define unequivocally the characteristic function. The logarithm of the characteristic function of the linear stationary autoregressive process may be written down also in the following form  where the parameters and  define the characteristic function of the generative process while  is the kernel of the linear random process.  The parameters  and , and Poisson spectra of jumps    are interrelated as follows    where  is so-called transform kernel, which is invariant with generative process  and uniquely defined by the coefficients . Properties of  are used for the inverse problem solution. Examples the peculiar features of determination of Poisson spectra of jump and characteristic function for the autoregressive AR(2) process are considered. Logarithm of characteristic function for linear AR(2) process with Gamma distribution was calculate.The method may be used for a solution of the reversible problem for AR processes of others classes. An example of application of vibration signal simulation of wind power generator is considered. Ref. 17, fig. 5. ER -