Jp. Deyst et Tm. Souders, BOUNDS ON FREQUENCY-RESPONSE ESTIMATES DERIVED FROM UNCERTAIN STEP RESPONSE DATA, IEEE transactions on instrumentation and measurement, 45(2), 1996, pp. 378-383
The frequency response of a system can be estimated from measurements
of its step response; however, many error sources affect the accuracy
of such estimates, This paper investigates the effects of uncertainty
in the knowledge of the step response, Methods for establishing uncert
ainty bounds for the frequency response estimates are developed, based
on the corresponding time-domain uncertainties associated with the me
asured step response, Two methods are described, One method produces b
ounds that are often very conservative. The other method produces boun
ds that are more realistic, End effects that influence the bounds are
also considered, A simulation example and an application of the bounds
are presented.