A Comparison of Transfer Function Estimators
نویسنده
چکیده
The response of a linear time-invariant process on a stochastic input signal is characterized by the transfer function. Unknown past inputs and puture output are s0u1'ces of inaccuracy in relating a finite segment of an output signal via an estimated transfer function to the corresponding input segment. These end effects are usually characterized with error bounds on the Fourier transform of the output signal, but the error in an estimated transfer function can be quanti6ed more precisely in terms of bias and variance. The accuracy of three transfer function estimators is compared, showing an infinite variance for the Experimental " f e r Function Estimate (ETFE) and a better etliciency for the estimators which are based on the cross spectrum. The variance or a deterministic signal. due to additive noise depends on whether the input is a stocha& 'C
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