Statistical analysis of the least-squares autoregressive frequency estimator for random-amplitude sinusoidal signals

Analysis of the maximum likelihood, tota

Analysis of the maximum likelihood, total least squares and principal component approaches for frequency response function estimation

✍ P.R. White; M.H. Tan; J.K. Hammond 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 269 KB

This paper considers the problem of estimation frequency response functions (FRFs) for a single-input single-output (SISO) system in the presence of additive noise on both input and output measurements. It demonstrates that principle component analysis (PCA) can be employed to solve such problems an