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- W2624581630 abstract "Traditionally, non-parametric impulse and frequency response functions are estimated by taking the ratio of power spectral density estimates. However, this approach may often lead to non-causal estimates. In this letter, we derive a closed form expression for the impulse response estimator by smoothed empirical transfer function estimate, which allows optimal enforcement of causality on non-parametric estimators based on spectral analysis. The new method is shown to be asymptotically unbiased and of minimum covariance in a positive semidefinite sense among a broad class of linear estimators. Numerical simulations illustrate the performance of the new estimator." @default.
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- W2624581630 date "2017-10-01" @default.
- W2624581630 modified "2023-10-02" @default.
- W2624581630 title "Optimal Enforcement of Causality in Non-Parametric Transfer Function Estimation" @default.
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- W2624581630 doi "https://doi.org/10.1109/lcsys.2017.2713821" @default.
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