Publication
Title
Fast calculation of confidence intervals on parameter estimates of least-squares frequency-domain estimators
Author
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.
Language
English
Source (journal)
Mechanical systems and signal processing. - London
Publication
London : 2009
ISSN
0888-3270
Volume/pages
23:2(2009), p. 261-273
ISI
000261852500001
Full text (Publisher's DOI)
UAntwerpen
Faculty/Department
Publication type
Subject
External links
Web of Science
Record
Identification
Creation 04.11.2014
Last edited 18.07.2017