Convergence Analysis of EFOP Estimate Based on Frequency Domain Smoothing

Yulai Zhang, Kueiming Lo and Yang Su

Journal of Applied Mathematics, 2013, vol. 2013, 1-8

Abstract:

The classic methods for frequency domain transfer function estimation such as the Empirical Transfer Function Estimate (ETFE) and cross spectral method do not work well when the noise signal is complex. Combines the time domain and frequency domain methods the Empirical Frequency-domain Optimal Parameter (EFOP) Estimate was presented. It could improve the precision of system's transfer function estimation and identification efficiency. The convergence of the EFOP based on frequency domain smoothing is investigated in this paper. The transfer function is weighted by a frequency window and the GPE criterion is extended to the integral form. Convergence rate and consistent properties for the EFOP estimate are given. Finally, some simulation results are included to illustrate the advantage of the EFOP based smoothing method.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:781856

DOI: 10.1155/2013/781856

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