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CONFIDENCE BOUNDS FOR FREQUENCY RESPONSE FUNCTIONS FROM TIME SERIES MODELS

✍ Scribed by K. Worden

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 227 KB
Volume: 12
Category: Article
ISSN: 0888-3270
DOI: 10.1006/mssp.1998.0156

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✦ Synopsis

The harmonic probing algorithm allows the generation of frequency response functions (FRFs) from discrete-time system models. If the model is non-linear, the higher-order FRFs or Volterra kernel transforms can be obtained. The object of this paper is to supplement the algorithm with a procedure for estimating confidence bounds for the FRFs. A Monte Carlo approach is used, and the procedure is illustrated on models produced from simulation and from an experimental data set.

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