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

DOI10.1080/00207729108910714zbMath0743.62085OpenAlexW2035234370MaRDI QIDQ3977957

N. G. Williams, T. J. Gordon

Publication date: 25 June 1992

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729108910714

zbMATH Keywords

Fourier transformstransfer functionMonte Carlo simulationconfidence intervalcoherencytime-series modelsfrequency-responsesampling propertiesspectrum analyzerlinear ARMA modelsapproximate linear least-squares approachvariance-estimatorswhite- noise

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Integral least-squares techniques for frequency-domain model reduction
• Bias evaluation and reduction in linear least squares procedures for the synthesis of transfer functions
• Transfer function synthesis using frequency response data

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