Confidence bounds for frequency response functions from time series models

被引:19
|
作者
Worden, K [1 ]
机构
[1] Univ Sheffield, Dynam Res Grp, Dept Engn Mech, Sheffield S1 3JD, S Yorkshire, England
关键词
D O I
10.1006/mssp.1998.0156
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
The harmonic probing algorithm allows the generation of frequency response functions (FRFs) from discrete-time system models. If the model is non-linear, the higher-order FRFs or Volterra kernel transforms can be obtained. The object of this paper is to supplement the algorithm with a procedure for estimating confidence bounds for the FRFs. A Monte Carlo approach is used, and the procedure is illustrated on models produced from simulation and from an experimental data set. (C) 1998 Academic Press.
引用
收藏
页码:559 / 569
页数:11
相关论文
共 50 条
  • [1] On the confidence bounds of Gaussian process NARX models and their higher-order frequency response functions
    Worden, K.
    Becker, W. E.
    Rogers, T. J.
    Cross, E. J.
    [J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2018, 104 : 188 - 223
  • [2] Spline confidence bands for variance functions in nonparametric time series regressive models
    Yang, Yujiao
    Xu, Yuhang
    Song, Qiongxia
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2012, 24 (03) : 699 - 714
  • [3] Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
    Rajarshi, M. B.
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (01) : 18 - 27
  • [4] Empirical likelihood confidence regions in time series models
    Monti, AC
    [J]. BIOMETRIKA, 1997, 84 (02) : 395 - 405
  • [5] CONFIDENCE BOUNDS FOR FATIGUE DISTRIBUTION FUNCTIONS
    Harlow, D. Gary
    [J]. PROCEEDINGS OF THE ASME PRESSURE VESSELS AND PIPING CONFERENCE, 2017, VOL 1A, 2017,
  • [6] Mapping frequency response bounds to the time domain
    Pritchard, CJ
    Wigdorowitz, B
    [J]. INTERNATIONAL JOURNAL OF CONTROL, 1996, 64 (02) : 335 - 343
  • [7] Estimating Functions for Circular Time Series Models
    Aerambamoorthy Thavaneswaran
    Nalini Ravishanker
    [J]. Sankhya A, 2023, 85 : 198 - 213
  • [8] Estimating functions for nonlinear time series models
    Chandra, SA
    Taniguchi, M
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2001, 53 (01) : 125 - 141
  • [9] Estimating Functions for Circular Time Series Models
    Thavaneswaran, Aerambamoorthy
    Ravishanker, Nalini
    [J]. SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2023, 85 (01): : 198 - 213
  • [10] Estimating Functions for Nonlinear Time Series Models
    S. Ajay Chandra
    Masanobu Taniguchi
    [J]. Annals of the Institute of Statistical Mathematics, 2001, 53 : 125 - 141