Accurately identifying faults in rolling bearing systems by analyzing vibration signals, which are often nonstationary, is challenging. To address this issue, a new approach based on complementary ensemble empirical mode decomposition (CEEMD) and time series modeling is proposed in this paper. This approach seeks to identify faults appearing in a rolling bearing system using proper autoregressive (AR) model established from the nonstationary vibration signal. First, vibration signals measured from a rolling bearing test system with different defect conditions are decomposed into a set of intrinsic mode functions (IMFs) by means of the CEEMD method. Second, vibration signals are filtered with calculated filtering parameters. Third, the IMF which is closely correlated to the filtered signal is selected according to the correlation coefficient between the filtered signal and each IMF, and then the AR model of the selected IMF is established. Subsequently, the AR model parameters are considered as the input feature vectors, and the hidden Markov model (HMM) is used to identify the fault pattern of a rolling bearing. Experimental study performed on a bearing test system has shown that the presented approach can accurately identify faults in rolling bearings.
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