Journal article
Estimation of the FRF Through the Improved Local Bandwidth Selection in the Local Polynomial Method
This paper presents a nonparametric method to measure an improved frequency response function (FRF) of a linear dynamic system excited by a random input. Recently, the local polynomial method (LPM) has been proposed as a technique to reduce the leakage errors on FRF measurements. The noise sensitivity of the LPM was similar to that of the classical windowing methods, while the leakage rejection is improved from an O(N−1) to an O(N−3).
This paper shows a methodology, to automatically tune the parameter of the LPM, viz., the local bandwidth that sets how many neighboring frequency lines are combined in a single-point estimate, to get lower noise sensitivity by increasing the smoothening of the original LPM, without any user interaction.
The balance between noise reduction and bias error will be automatically retrieved.
Language: | English |
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Publisher: | IEEE |
Year: | 2012 |
Pages: | 2833-2843 |
ISSN: | 15579662 and 00189456 |
Types: | Journal article |
DOI: | 10.1109/TIM.2012.2196393 |
ORCIDs: | Thummala, Prasanth |
Bias variance tradeoff Leakage rejection Local bandwidth Noise rejection System identification
Bandwidth Bias–variance tradeoff Estimation FRF estimation Frequency estimation LPM Measurement uncertainty Noise Polynomials automatic parameter tuning bias error computational complexity frequency lines frequency response frequency response function measurement leakage error reduction leakage rejection local bandwidth local bandwidth selection local polynomial method noise reduction noise rejection noise sensitivity nonparametric method nonparametric statistics random input signal denoising single-point estimation system identification windowing methods