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Convergence Analysis of EFOP Estimate Based on Frequency Domain Smoothing
Author(s) -
Yulai Zhang,
K.L. Lo,
Yang Su
Publication year - 2013
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2013/781856
Subject(s) - frequency domain , smoothing , transfer function , convergence (economics) , noise (video) , rate of convergence , function (biology) , domain (mathematical analysis) , mathematics , computer science , mathematical optimization , algorithm , statistics , mathematical analysis , telecommunications , channel (broadcasting) , electrical engineering , artificial intelligence , evolutionary biology , engineering , economics , image (mathematics) , biology , economic growth
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

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