Statistical analysis of nonparametric transfer function estimates

Patrick Guillaume, I. Kollár, Rik Pintelon

Research output: Contribution to journalArticle

28 Citations (Scopus)

Abstract

The Empirical Transfer Function Estimate (ETFE) is the ratio of the Fourier transforms of the output and input signals of a system. It works well when the input signal is deterministic and exactly known. However, when the input signal is random, or it can only be observed with an observation error, the quality of the ETFE deteriorates. Its variance can be infinite even for large signal-to-noise ratios. This is not well known. This paper establishes and analyzes a mathematical model of the ETFE with noisy input signals. It explains the cause of the large variance and suggests modifications which eliminate the above problems.

Original languageEnglish
Pages (from-to)594-600
Number of pages7
JournalIEEE Transactions on Instrumentation and Measurement
Volume45
Issue number2
DOIs
Publication statusPublished - 1996

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transfer functions
statistical analysis
Transfer functions
Statistical methods
estimates
random signals
Signal to noise ratio
Fourier transforms
Mathematical models
mathematical models
signal to noise ratios
causes
output

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Instrumentation

Cite this

Statistical analysis of nonparametric transfer function estimates. / Guillaume, Patrick; Kollár, I.; Pintelon, Rik.

In: IEEE Transactions on Instrumentation and Measurement, Vol. 45, No. 2, 1996, p. 594-600.

Research output: Contribution to journalArticle

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