On Adaptive Smoothing of Empirical Transfer Function Estimates
2000 (English)In: Control Engineering Practice, ISSN 0967-0661, Vol. 8, no 11, 1309-1315 p.Article in journal (Refereed) Published
The determination of the right resolution parameter when estimating frequency functions of linear systems is a trade-off between bias and variance. Traditional non-parametric approaches, like `window-closing' employ a global resolution parameter - the window width - that is tuned by ad hoc methods, usually visual inspection of the results. This paper suggests a method that tunes such parameters by an automatic procedure. A further benefit is that the tuning can be performed locally, i.e., that different resolutions can be used in different frequency bands. The ideas are based on local polynomial regression and a data-driven bandwidth selector. The advantages of the proposed method are illustrated in numerical examples.
Place, publisher, year, edition, pages
2000. Vol. 8, no 11, 1309-1315 p.
Frequency-response methods, Non-parametric regression
IdentifiersURN: urn:nbn:se:liu:diva-47549DOI: 10.1016/S0967-0661(00)00065-4OAI: oai:DiVA.org:liu-47549DiVA: diva2:268445