Mean square error of the empirical transfer function estimator for stochastic input signals. (Q1426268)
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scientific article; zbMATH DE number 2056663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square error of the empirical transfer function estimator for stochastic input signals. |
scientific article; zbMATH DE number 2056663 |
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Mean square error of the empirical transfer function estimator for stochastic input signals. (English)
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14 March 2004
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The paper studies the asymptotic accuracy of the Empirical Transfer Function Estimator (ETFE) in the case of stochastic input signals. In particular it examines the mean square error of the ETFE in the deterministic approach, i.e. when the input is interpreted as a single realization of a stochastic process. It is shown that the average number of frequencies without a bounded ETFE estimate does not vary, even asymptotically, for an increasing number of measurements.
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ETFE
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system identification
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frequency response
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stochastic realization of the input
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asymptotic accuracy
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Empirical Transfer Function Estimator
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mean square error
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0.85919756
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0.85574806
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0.8484881
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0.8475546
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0.8419416
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