Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters

Gordon, T. J. and Williams, N. G. (1991) Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters. International Journal of Systems Science, 22 (8). pp. 1357-1370. ISSN 0020-7721

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Item Type:Article
Item Status:Live Archive

Abstract

A simplified model is proposed for the statistical properties of frequency responses collected via a spectrum analyser in the presence of corrupting noise the model is validated by applying statistical tests to experimental data. Coherency function estimates are used together with a weighted non-linear least-squares optimization to obtain approximate confidence intervals for transfer function parameters. These are then compared with the parameter values obtained under noise-free conditions.

Keywords:Mathematical Techniques - Transfer Functions, Statistical Methods - Statistical Tests, Systems Science and Cybernetics - Theory, Confidence Intervals, Frequency Response Estimators, Transfer Function Parameters, Control Systems
Subjects:H Engineering > H100 General Engineering
Divisions:College of Science > School of Engineering
ID Code:11702
Deposited On:17 Jan 2014 16:16

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