Title :
Analysis of the TLS frequency response function estimator
Author :
White, P.R. ; Collis, W.B.
Author_Institution :
Inst. of Sound & Vibration Res., Southampton Univ., UK
Abstract :
This paper considers the statistical behaviour of the frequency response function estimator referred to as Hv(f). It is shown that this estimator can be regarded as the maximum likelihood estimator and as such has well-defined asymptotic properties. These properties are then used to define confidence intervals for Hv(f) which play the same role as those used in conventional frequency response function estimation
Keywords :
frequency estimation; frequency response; maximum likelihood estimation; spectral analysis; statistical analysis; TLS estimator; asymptotic properties; confidence intervals; frequency response; function estimator; maximum likelihood estimator; statistical behaviour; Fourier transforms; Frequency estimation; Frequency response; Gaussian processes; Maximum likelihood estimation; Measurement errors; Noise measurement; Signal to noise ratio; Transfer functions; Yield estimation;
Conference_Titel :
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
Conference_Location :
Portland, OR
Print_ISBN :
0-7803-5010-3
DOI :
10.1109/SSAP.1998.739358
