• DocumentCode
    2468882
  • 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
  • fYear
    1998
  • fDate
    14-16 Sep 1998
  • Firstpage
    156
  • Lastpage
    159
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
  • Conference_Location
    Portland, OR
  • Print_ISBN
    0-7803-5010-3
  • Type

    conf

  • DOI
    10.1109/SSAP.1998.739358
  • Filename
    739358