Title :
Transient effects in spectrum estimation
Author :
Douce, J.L. ; Balmer, L.
Author_Institution :
University of Warwick, Department of Engineering, Coventry, UK
fDate :
1/1/1985 12:00:00 AM
Abstract :
The paper examines the errors in spectrum and frequency response estimation when short blocks of data are used. General results for the bias and variance of spectral estimates are presented. Analysis is restricted to stable time-invariant linear systems with stationary white excitation.
Keywords :
error analysis; error statistics; estimation theory; frequency response; spectral analysis; error analysis; error statistics; frequency response; spectrum estimation; stable time-invariant linear systems; stationary white excitation; transient effects;
Journal_Title :
Control Theory and Applications, IEE Proceedings D
Conference_Location :
1/1/1985 12:00:00 AM
DOI :
10.1049/ip-d.1985.0006
