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
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