Statistical analysis of nonparametric transfer function estimates

P. Guillaume, I. Kollar, R. Pintelon

Research output: Contribution to conferencePaper

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. 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 high signal-to-noise ratio. This is not well known. This paper establishes and analyses 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
Pages271-276
Number of pages6
Publication statusPublished - Jan 1 1995
EventProceedings of the 1995 IEEE Instrumentation and Measurement Technology Conference - Naltham, MA, USA
Duration: Apr 23 1995Apr 26 1995

Other

OtherProceedings of the 1995 IEEE Instrumentation and Measurement Technology Conference
CityNaltham, MA, USA
Period4/23/954/26/95

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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    Guillaume, P., Kollar, I., & Pintelon, R. (1995). Statistical analysis of nonparametric transfer function estimates. 271-276. Paper presented at Proceedings of the 1995 IEEE Instrumentation and Measurement Technology Conference, Naltham, MA, USA, .