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Transient effects in spectrum estimation

 

作者: J.L.Douce,   L.Balmer,  

 

期刊: IEE Proceedings D (Control Theory and Applications)  （IET Available online 1985）
卷期: Volume 132, issue 1  

页码: 25-29

 

年代: 1985

 

DOI:10.1049/ip-d.1985.0006

 

出版商: IEE

 

数据来源: IET

 

摘要:

The paper examines the errors in spectrum and frequency response estimation when short blocks of data are used. General results for the bias and variance of spectral estimates are presented. Analysis is restricted to stable time-invariant linear systems with stationary white excitation.

 

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