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A frequency response estimation method based on smoothing and thresholding

✍ Scribed by Per Bodin; Bo Wahlberg

Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 127 KB
Volume: 12
Category: Article
ISSN: 0890-6327
DOI: 10.1002/(sici)1099-1115(199808)12:5<407::aid-acs498>3.0.co;2-x

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✦ Synopsis

A standard approach for estimating the frequency function of a linear dynamical system is to use spectral estimation. Traditionally, this is done by smoothing the noisy frequency data using linear ÿlters. The method has proved to be successful in most cases and is widely used.

However, if the frequency response has ÿne details appearing only locally in frequency, the loss of resolution caused by smoothing might result in unacceptable errors. In this paper, a di erent method for frequency response estimation is suggested. The method utilizes recently proposed wavelet-based denoising schemes combined with traditional smoothing techniques. The wavelet transform is applied in the frequency domain in order to provide a suitable frequency window. Tested through simulations, this approach provides an alternative when traditional methods fail. ?

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