Error estimates for frequency responses calculated from time-domain measurements

Estimates are derived for the errors in frequency responses calculated from measured step or impulse response data. Three error sources are considered -aliasing errors, errors due to random noise added to the amplitudes of the data, and errors due to random noise added to the time coordinates of the data, Two types of error estimates are derived. Pre-measurement estimates a re based on easily determined parameters of the signal and noise; post-meas urement estimates are based on the difference between two measurements of t he same signal. The post-measurement error estimates apply to additional so urces of error. The goal of the paper is to give easily used error estimate s for easily implemented methods rather than to present the most sophistica ted methods.