论文信息 - Statistics of frequency-response estimates

Statistics of frequency-response estimates

The paper considers the errors arising in the direct estimation of the frequency response of linear systems, when only finite lengths of input and output records are available. Open-loop and closed-loop systems are considered. It is shown that the resultant estimates are distributed about a biased mean value. Simulation studies support the theoretical predictions.

J. Douce | L. Balmer

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