The FRF (frequency response function) estimation can be performed by the vi
bration analysis of a linear time-invariant dynamic system. Since a single
FRF estimate is highly sensitive to measurement errors of input/output sign
als, the mean averaging of repeatedly observed FRF estimates is employed in
most of the practical applications. The main result of this work is in red
ucing the number of averaging operations and enhancing estimation accuracy
by using a robust wavelet de-noising method. This approach removes outliers
and zero-mean Gaussian noise simultaneously and effectively while preservi
ng most of the important signal features of a true FRF with a dramatically
smaller number of operations as compared with the traditional mean-averagin
g procedure. The robust wavelet de-noising method is based on a wavelet-rel
ated median filtering and a wavelet shrinkage to reduce the effect of outli
ers and zero-mean Gaussian noise respectively. The effectiveness of the pre
sent FRF estimation technique is demonstrated using both simulated and expe
rimental data. (C) 2001 Academic Press.