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Estimation of Nonparametric Noise Models for Linear Dynamic Systems

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2 Author(s)
Schoukens, Johan ; Dept. of Fundamental Electr. & Instrum. (ELEC), Vrije Univ. Brussel, Brussels, Belgium ; Pintelon, R.

This paper studies the measurement of the power spectrum of the output noise of a linear dynamic system, starting from the known input and the measured output. Two methods are proposed and analyzed: 1) a classical coherence-based method and 2) a newly introduced Taylor method. To analyze the properties of both methods, recently obtained insights into the structured behavior of leakage effects on frequency response function measurements are used. It will be shown that the Taylor method gives superior results.

Published in:

Instrumentation and Measurement, IEEE Transactions on  (Volume:58 ,  Issue: 8 )

Date of Publication:

Aug. 2009

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