On adaptive smoothing of empirical transfer function estimates

Anders Stenman, Fredrik Gustafsson, Daniel Rivera, Lennart Ljung, Tomas McKelvey

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

The determination of the right resolution parameter when estimating frequency functions of linear systems is a trade-off between bias and variance. Traditional non-parametric approaches, like `window-closing' employ a global resolution parameter - the window width - that is tuned by ad hoc methods, usually visual inspection of the results. This paper suggests a method that tunes such parameters by an automatic procedure. A further benefit is that the tuning can be performed locally, i.e., that different resolutions can be used in different frequency bands. The ideas are based on local polynomial regression and a data-driven bandwidth selector. The advantages of the proposed method are illustrated in numerical examples.

Original languageEnglish (US)
Pages (from-to)1309-1315
Number of pages7
JournalControl Engineering Practice
Volume8
Issue number11
DOIs
StatePublished - 2000

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering
  • Applied Mathematics

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