RANDOM ERRORS FOR AN IMPROVED FREQUENCY-RESPONSE FUNCTION ESTIMATOR

The two most popular frequency response function estimators, (H) over cap(1) and (H) over cap(2) give biased estimates when measured input a nd output signals are contaminated by uncorrelated noises. Recently, a n improved frequency response function estimator (H) over cap(s) was p roposed for reducing the bias error due to measurement noises, but wit hout any analysis on the random error. In this paper, the random error formula for (H) over cap(s) has been derived for accurate estimation of desired function. The result shows that the random error in the mag nitude of (H) over cap(s) is always smaller than that of (H) over cap( 2), but larger than that of (H) over cap(1). (C) 1997 Academic Press L imited.