Estimation of FRFs via Gaussian processes

Research output: Unpublished contribution to conferencePoster

Abstract

A non-parametric estimate of the Frequency Response Function (FRF) of a measured system provides a lot of useful insight about that system.
This poster presents a frequency domain implementation of Gaussian processes to obtain a smoothed estimate of the FRF while, simultaneously, suppressing the transient errors. The hyperparameters of the gaussian process (as for instance the optimal smoothness) are learned from the data via cross validation.
A comparison with existing techniques, including the Local Polynomial Method (LPM) and a time domain regularised impulse response estimation, will be provided.
Original languageEnglish
Publication statusPublished - 22 Sept 2013
EventERNSI 2013, Nancy, France, September 22-25, 2013 - Nancy, France
Duration: 22 Sept 201325 Sept 2013

Conference

ConferenceERNSI 2013, Nancy, France, September 22-25, 2013
Country/TerritoryFrance
CityNancy
Period22/09/1325/09/13

Keywords

  • Frequency Response Function (FRF)
  • estimation

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