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Effects of overlapping and windowing on frequency response function estimates of systems with random inputs
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Widanage, Widanalage Dhammika, Douce, John L. and Godfrey, Keith. (2009) Effects of overlapping and windowing on frequency response function estimates of systems with random inputs. IEEE Transactions on Instrumentation and Measurement, Vol.58 (No.1). pp. 214-220. ISSN 0018-9456
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Official URL: http://dx.doi.org/10.1109/TIM.2008.928400
Abstract
The use of block overlapping and time windowing in the estimation of the frequency response functions (FRFs) of linear systems is considered. The systems are subjected to stationary white random excitation, and there is no external noise. The sources of errors for the bias and variance of the frequency response are identified to be due to the Fourier transforms of the transient terms or end effects that arise due to nonperiodic signals. Using a pure time delay as an example for the system, it is shown that there is a limit to the improvement achievable in reducing the variance as the block overlap is increased.
| Item Type: | Journal Article |
|---|---|
| Subjects: | T Technology > TA Engineering (General). Civil engineering (General) T Technology > TK Electrical engineering. Electronics Nuclear engineering |
| Divisions: | Faculty of Science > Engineering |
| Library of Congress Subject Headings (LCSH): | Frequency response (Dynamics), Linear systems |
| Journal or Publication Title: | IEEE Transactions on Instrumentation and Measurement |
| Publisher: | Institute of Electrical and Electronics Engineers |
| ISSN: | 0018-9456 |
| Date: | January 2009 |
| Volume: | Vol.58 |
| Number: | No.1 |
| Number of Pages: | 7 |
| Page Range: | pp. 214-220 |
| Identification Number: | 10.1109/TIM.2008.928400 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| Version or Related Resource: | Revised and extended version of: Widanage, W.D., Douce, J.L. and Godfrey, K.R. (2007). Effects of overlapping and windowing on the estimates of frequency response functions of linear systems with random input signals. In: Proceedings of 2007 IEEE Instrumentation and Measurement Technology Conference (IMTC), Warsaw, Poland, May 1–3, pp. 1–6. |
| URI: | http://wrap.warwick.ac.uk/id/eprint/28802 |
Data sourced from Thomson Reuters' Web of Knowledge
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