Title :
Propagation of uncertainty in the interpolated DFT
Author_Institution :
Fac. of Electr. Eng., Ljubljana Univ., Slovenia
fDate :
6/25/1905 12:00:00 AM
Abstract :
In the paper, we have pointed out the problem of the uncertainty propagation in the interpolated DFT when we have the noncoherent sampling. A possibility of the systematic error reduction of the frequency and the amplitude estimation by the multipoint interpolation for Hanning window is presented. Analyses of the uncertainty propagation for different estimations have been made. The overall uncertainty is obtained as combination of the uncertainty of the amplitude DFT coefficients and the uncertainty introduced by the interpolation algorithm itself. Interpolations with the larger number of points decrease the systematic errors and increase the noise distortion of results. The standard deviations are not constant. They vary periodically with displacement term.
Keywords :
"Uncertainty","Discrete Fourier transforms","Sampling methods","Frequency estimation","Amplitude estimation","Interpolation","Parameter estimation","Quantization","Distortion measurement","Noise measurement"
Conference_Titel :
Instrumentation and Measurement Technology Conference, 2003. IMTC ´03. Proceedings of the 20th IEEE
Print_ISBN :
0-7803-7705-2
DOI :
10.1109/IMTC.2003.1207933