Title
Fast calculation of confidence intervals on parameter estimates of least-squares frequency-domain estimators Fast calculation of confidence intervals on parameter estimates of least-squares frequency-domain estimators
Author
Faculty/Department
Faculty of Applied Engineering Sciences
Publication type
article
Publication
London ,
Subject
Engineering sciences. Technology
Source (journal)
Mechanical systems and signal processing. - London
Volume/pages
23(2009) :2 , p. 261-273
ISSN
0888-3270
ISI
000261852500001
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Abstract
The least-squares complex frequency-domain (LSCF) estimator-commercially known as the PolyMAX estimator-nowadays is used intensively in various modal analysis applications. The main advantages are the very clear stabilization diagrams and even more important, the speed. In this paper it is shown that confidence intervals of the modal parameter estimates can be derived without major additional calculations, if the frequency response functions are uncorrelated and noise information (e,g. the coherence function) is available. This approach is also applied to the iterative quadratic maximum likelihood (IQML) estimator, indicating strong analogies to the maximum likelihood (ML) estimator. The algorithm is evaluated by means of Monte Carlo simulations. (C) 2008 Elsevier Ltd. All rights reserved.
E-info
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000261852500001&DestLinkType=RelatedRecords&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000261852500001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000261852500001&DestLinkType=CitingArticles&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848