Abstract:The vibration signals of rolling bearings are often nonlinear and non-stationary. Multiscale entropy (MSE) has been widely applied to measure the complexity of nonlinear mechanical vibration signals, however, at present only the single channel vibration signals are used for fault diagnosis by many scholars. In this paper multiscale entropy in multivariate framework, i.e., multivariate multiscale entropy (MMSE) is introduced to machinery fault diagnosis to improve the efficiency of fault identification as much as possible through using multi-channel vibration information. MMSE evaluates the multivariate complexity of synchronous multi-channel data and is an effective method for measuring complexity and mutual nonlinear dynamic relationship, but its statistical stability is poor. Refined composite multivariate multiscale fuzzy entropy (RCMMFE) was developed to overcome the problems existing in MMSE and was compared with MSE, multiscale fuzzy entropy, MMSE and multivariate multiscale fuzzy entropy by analyzing simulation data. Finally, a new fault diagnosis method for rolling bearing was proposed based on RCMMFE for fault feature extraction, Laplacian score and particle swarm optimization support vector machine (PSO-SVM) for automatic fault mode identification. The proposed method was compared with the existing methods by analyzing experimental data analysis and the results indicate its effectiveness and superiority.