Experimental Comparison of Methods for Multivariable Frequency Response Function Estimation, Report no. LiTH-ISY-R-2827

Nonparametric estimation methods for the multivariable frequency response function are experimentally evaluated using closed-loop data from an industrial robot. Three classical estimators (H1, joint input-output, arithmetic mean) and two estimators based on nonlinear averaging techniques (harmonic mean, geometric/logarithmic mean) are considered. The estimators based on nonlinear averaging give the best results, followed by the arithmetic mean estimator, which gives a slightly larger bias. The joint input-output estimator, which is asymptotically unbiased in theory, turns out to give large bias errors for low frequencies. Finally, the H1 estimator gives the largest bias for all frequencies.