Title
Fast variance calculation for polyreference least-squares frequency-domain estimates Fast variance calculation for polyreference least-squares frequency-domain estimates
Author
Faculty/Department
Faculty of Applied Engineering Sciences
Publication type
article
Publication
London ,
Subject
Engineering sciences. Technology
Computer. Automation
Source (journal)
Mechanical systems and signal processing. - London
Volume/pages
23(2009) :5 , p. 1423-1433
ISSN
0888-3270
ISI
000265717700002
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Abstract
One major drawback of the PolyMAX estimator, a polyreference least-squares frequency-domain estimator, is the lack of confidence bounds on the estimated modal parameters. This paper proposes a fast two-step approach to determine the variances on the estimated polynomial parameters and next on the resonance frequencies and damping ratios. The approach is based on the linearization of the sensitivity of the modal parameters to the noise variance. This noise variance (explicitly or as the coherence function) is assumed to be known a priori. The approach is tested on simulations and real-life measurements.
https://repository.uantwerpen.be/docman/iruaauth/759ca1/10852.pdf
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