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A frequency response estimation method based on smoothing and thresholding
KTH, Superseded Departments, Signals, Sensors and Systems.
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0002-1927-1690
1998 (English)In: International Journal of Adaptive Control and Signal Processing, ISSN 08906327 (ISSN), Vol. 12, no 5, 407-416 p.Article in journal (Refereed) Published
Abstract [en]

A standard approach for estimating the frequency function of a linear dynamical system is to use spectral estimation. Traditionally, this is done by smoothing the noisy frequency data using linear filters. The method has proved to be successful in most cases and is widely used. However, if the frequency response has fine details appearing only locally in frequency, the loss of resolution caused by smoothing might result in unacceptable errors. In this paper, a different method for frequency response estimation is suggested. The method utilizes recently proposed wavelet-based denoising schemes combined with traditional smoothing techniques. The wavelet transform is applied in the frequency domain in order to provide a suitable frequency window. Tested through simulations, this approach provides an alternative when traditional methods fail. © 1998 John Wiley & Sons, Ltd.

Place, publisher, year, edition, pages
1998. Vol. 12, no 5, 407-416 p.
Keyword [en]
Frequency response estimation, Smoothing, Thresholding, Wavelets, Approximation theory, Computer simulation, Estimation, Frequency domain analysis, Linear systems, Transfer functions, Wavelet transforms, Frequency response estimation method, Linear dynamical system, Linear filters, Frequency response
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-55413OAI: diva2:471616
References: Brillinger, D.R., (1981) Time Series: Data Analysis and Theory, , McGraw-Hill, New York; Jenkins, G.M., Watts, D.G., (1968) Spectral Analysis and Its Applications, , Holden Day, San Francisco, CA; Ljung, L., (1987) System Identification: Theory for the User, , Prentice-Hall, Englewood Cliffs, NJ; Söderström, T., Stoica, P., (1989) System Identification, , Prentice-Hall International, Hemel Hempstead, U.K; Smith, M.J.T., Barnwell, T.P., Exact reconstruction techniques for tree-structured subband coders (1986) IEEE Trans. Acoust. Speech Signal Process., 34, pp. 434-441; Leadbetter, M.R., Lindgren, G., Rootzén, H., (1983) Extremes and Related Properties of Random Sequences and Processes, , Springer, New York NR 20140805Available from: 2012-01-02 Created: 2012-01-02 Last updated: 2013-09-05Bibliographically approved

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