Title :
Statistics of frequency-response estimates
Author :
Douce, J.L. ; Balmer, L.
Author_Institution :
Dept. of Eng., Warwick Univ., Coventry, UK
fDate :
9/1/1990 12:00:00 AM
Abstract :
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.
Keywords :
closed loop systems; control system analysis; estimation theory; frequency response; linear systems; closed-loop systems; estimation theory; frequency-response; linear systems; open loop systems; statistics;
Journal_Title :
Control Theory and Applications, IEE Proceedings D
