On adaptive smoothing of empirical transfer function estimates

  • Stenman A
  • Gustafsson F
  • Rivera D
 et al. 
  • 14


    Mendeley users who have this article in their library.
  • 13


    Citations of this article.


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.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document


Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free