Impulse and Frequency Response Functions
This lecture will first discuss the estimation of an Impulse Response Function (IRF) and a Frequency Responce Function (FRF), then improving the estimation of spectral densities by using the “Welch” method and frequency averaging will be explained. Other topics are open-loop versus closed-loop situations and coherency.
Impulse and frequency response functions
Book: Westwick & Kearney
- Chapter 5: sections 5.1 – 5.3
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