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Errors in frequency response estimates using overlapping blocks with random inputs
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Douce, J. L., Widanage, W. D. and Godfrey, Keith R. (2009) Errors in frequency response estimates using overlapping blocks with random inputs. In: 15th IFAC Symposium on System Identification, Saint-Malo Convention Center, Saint-Malo, France, Jul 6-8, 2009. Published in: System Identification, Vol.15 (No.1). pp. 599-604.
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Official URL: http://dx.doi.org/10.3182/20090706-3-FR-2004.00099
Abstract
Statistical errors in frequency response estimates depend on the form of the time window used to define data blocks. These errors are distributed along the individual blocks in a manner which is characteristic of the window used. A theory, valid for a wide range of systems and windows, is presented to derive this distribution. When overlapping blocks are used to reduce the variance of the estimates, the errors in adjacent blocks may contain both correlated and uncorrelated terms. The correlated terms may be of differing signs which reduces the sum of these terms and hence the variance of the final estimates. Simulation results are presented for both the rectangular (�do nothing�) window and the Hanning window and particular dynamic systems, chosen to demonstrate the salient results of the analysis.
| Item Type: | Conference Item (Paper) |
|---|---|
| Subjects: | T Technology > TK Electrical engineering. Electronics Nuclear engineering |
| Divisions: | Faculty of Science > Engineering |
| Journal or Publication Title: | System Identification |
| Publisher: | The International Federation of Automatic Control |
| ISSN: | 0742-5953 |
| Book Title: | 15th IFAC Symposium on System Identification, 2009 |
| Date: | 2009 |
| Volume: | Vol.15 |
| Number: | No.1 |
| Page Range: | pp. 599-604 |
| Identification Number: | 10.3182/20090706-3-FR-2004.00099 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| Conference Paper Type: | Paper |
| Title of Event: | 15th IFAC Symposium on System Identification |
| Type of Event: | Other |
| Location of Event: | Saint-Malo Convention Center, Saint-Malo, France |
| Date(s) of Event: | Jul 6-8, 2009 |
| URI: | http://wrap.warwick.ac.uk/id/eprint/46298 |
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