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.
CITATION STYLE
Stenman, A., Gustafsson, F., Rivera, D. E., Ljung, L., & McKelvey, T. (2000). On adaptive smoothing of empirical transfer function estimates. Control Engineering Practice, 8(11), 1309–1315. https://doi.org/10.1016/S0967-0661(00)00065-4
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