JPH0682142B2 - Method and apparatus for estimating random error in transfer function estimation value - Google Patents
Method and apparatus for estimating random error in transfer function estimation valueInfo
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- JPH0682142B2 JPH0682142B2 JP63287298A JP28729888A JPH0682142B2 JP H0682142 B2 JPH0682142 B2 JP H0682142B2 JP 63287298 A JP63287298 A JP 63287298A JP 28729888 A JP28729888 A JP 28729888A JP H0682142 B2 JPH0682142 B2 JP H0682142B2
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Description
【発明の詳細な説明】 [産業上の利用分野] この発明は、機械構造物の振動伝達系、制御ループ回路
等の伝達関数推定において、その推定値に含まれる偶然
誤差の大きさを求める方法およびその測定装置に関す
る。The present invention relates to a method for determining the magnitude of a random error included in an estimated value in estimating a transfer function of a vibration transfer system of a mechanical structure, a control loop circuit, or the like. And a measuring device therefor.
[従来の技術] ランダム信号により駆動されている信号伝達系の伝達関
数を推定するとき、一般に系の入力信号のパワースペク
トルと入出力間のクロススペクトルを高速フーリエ変換
により求め、それらの比から伝達関数を計算する方法が
用いられる。この場合、入力信号の不規則性に起因する
偶然誤差の影響を減少させるためには、多数回伝達誤差
を求めて平均することが必要であり、平均回数の増加に
伴い伝達関数の推定精度は向上する。さらに、外乱雑音
と入力信号が無相関で外乱雑音の統計的性質が解析期間
中変化しなければ、伝達関数の推定値に含まれる外乱雑
音に因る分散は、平均回数の増加に伴い減少する。[Prior Art] When estimating a transfer function of a signal transfer system driven by a random signal, a power spectrum of an input signal of the system and a cross spectrum between input and output are generally obtained by a fast Fourier transform, and transfer is performed from a ratio thereof. A method of computing the function is used. In this case, in order to reduce the influence of a random error caused by the irregularity of the input signal, it is necessary to obtain a large number of transfer errors and average them. improves. Furthermore, if the disturbance noise and the input signal are uncorrelated and the statistical properties of the disturbance noise do not change during the analysis period, the variance due to the disturbance noise included in the estimated value of the transfer function decreases as the number of averaging increases. .
しかしながら、機械構造物の振動伝達系や制御ループ回
路など、実際の対象の伝達関数を推定しようとした場
合、外乱雑音の存在そのもの、ましてやその大きさや統
計的性質が不明であることが殆どである。したがって、
そうした場合には、推定された伝達関数にどの程度の偶
然誤差が含まれるのか未知のまま、いわば経験に頼った
平均回数の決定が行われてきた。However, when trying to estimate the transfer function of an actual target such as a vibration transfer system of a mechanical structure or a control loop circuit, the existence of disturbance noise, much less its magnitude and statistical properties, is unknown. . Therefore,
In such a case, it has been unclear how much random error is included in the estimated transfer function, and so to speak, the average number of times has been determined based on experience.
[発明が解決しようとする課題] このため、推定された伝達関数には測定者の経験差等に
伴う個人差が生じることが避けられず、その信頼性に問
題があった。尚、これを解決するには、上記の平均回数
を極めて大にし、誤差を無視可能な大きさにすればよい
わけであるが、それには多大の時間を要し、実用面では
問題がある。[Problems to be Solved by the Invention] For this reason, it is inevitable that the estimated transfer function will vary from person to person due to the difference in experience of the measurers, and there is a problem in its reliability. In order to solve this, it is sufficient to make the above average number extremely large and to make the error negligible, but it takes a lot of time and there is a problem in practical use.
[課題を解決するための手段] この発明は、種々の検討を行った結果、上記偶然誤差の
大きさが、平均回数の増加に対する伝達関数推定値の変
化に基づいて評価し得るとの知見を得て創案されたもの
であり、先ずそれについて説明する。[Means for Solving the Problem] As a result of various studies, the present invention has found that the magnitude of the above-mentioned accidental error can be evaluated based on the change in the transfer function estimated value with respect to the increase in the average number. It was originally created and will be explained first.
信号伝達系を示す第9図において、系のインパルスレス
ポンスをh(t)、系の入力信号をx(t)、出力信号
をy(t)、出力信号に混入している外乱雑音をu
(t)とおくと、これらの関係は次式で表される。尚、
ここで観測可能な信号は、y(t)とx(t)である。In FIG. 9 showing a signal transmission system, the impulse response of the system is h (t), the input signal of the system is x (t), the output signal is y (t), and the disturbance noise mixed in the output signal is u.
Letting (t) be, these relationships are expressed by the following equations. still,
The signals that can be observed here are y (t) and x (t).
y(t)=h(t)*x(t)+u(t) (1) ここに、*は畳み込み積分を表す 上記(1)式を−∞<t<+∞の範囲でフーリエ変換し、
周波数軸上で表すと、次式を得る。y (t) = h (t) * x (t) + u (t) (1) where * represents the convolution integral. The above formula (1) is Fourier-transformed in the range of −∞ <t <+ ∞,
Expressed on the frequency axis, the following equation is obtained.
Y(f)=H(f)X(f)+U(f) (2) あるいは、 X*(f)Y(f)/X*(f)X(f)= H(f)+X*(f)U(f)/X*(f)X(f)
(3) ここに、上付き*は共役複素数を表す ここで、入力信号x(t)と外乱雑音u(t)が互いに
無相関であるとすると、そのクロススペクトルX
*(f)U(f)は0となり、右辺は伝達関数H(f)
の項のみとなる。Y (f) = H (f) X (f) + U (f) (2) Alternatively, X * (f) Y (f) / X * (f) X (f) = H (f) + X * (f ) U (f) / X * (f) X (f)
(3) Here, the superscript * represents a conjugate complex number. Here, if the input signal x (t) and the disturbance noise u (t) are uncorrelated with each other, their cross spectrum X
* (F) U (f) is 0, and the right side is transfer function H (f)
Will be the only item.
次に、離散化してサンプルする場合には、pをサンプル
番号、τをサンプリング間隔、時刻t=τpとして、次
式で表現される。Next, when discretizing and sampling, p is a sample number, τ is a sampling interval, and time t = τp is expressed by the following equation.
y(p)=h(p)*x(p)+u(p) (4) kを離散周波数とし、上式を離散フーリエ変換すると、
次式を得る。y (p) = h (p) * x (p) + u (p) (4) If k is a discrete frequency and the above equation is subjected to discrete Fourier transform,
We obtain
Y(k)=H(k)X(k)+U(k) (5) あるいは、 X*(k)Y(k)/X*(k)X(k)= H(k)+X*(k)U(k)/X*(k)X(k)
(6) (4)〜(6)式は、(1)〜(3)式を離散化して表現したもので
あるが、両式が厳密に対応するためには、離散化する際
に、無限小のサンプリング間隔、振幅の無限小の分解能
および無限長の観測時間をもつことがが必要である。し
かし、実際にはこの条件を満たすことは不可能であり、
有限の時間分解能と振幅分解能によるA/D変換が行わ
れ、有限長の窓関数を介しての離散フーリエ変換が行わ
れる。また、このとき上記(6)式の右辺第2項の影響を
軽減するための平均化が実行されることになるが、これ
も有限回であり、結局有限の観測時間に対するものとな
る。Y (k) = H (k) X (k) + U (k) (5) Alternatively, X * (k) Y (k) / X * (k) X (k) = H (k) + X * (k ) U (k) / X * (k) X (k)
(6) Eqs. (4) to (6) are expressed by discretizing Eqs. (1) to (3). It is necessary to have a small sampling interval, infinitesimal resolution of amplitude and infinite observation time. However, in reality it is impossible to meet this condition,
A / D conversion with finite time resolution and amplitude resolution is performed, and discrete Fourier transform is performed via a finite length window function. Further, at this time, averaging for reducing the influence of the second term on the right side of the above equation (6) is executed, but this is also a finite number of times and eventually becomes a finite observation time.
以下、これらに起因する誤差と平均化によって算出され
る伝達関数推定値との関係を検討してみる。Hereinafter, the relationship between the errors caused by these and the transfer function estimated value calculated by averaging will be examined.
入出力信号のサンプリングや処理系をモデル化して示す
第10図において、入力信号x(t)、出力信号y(t)
は、それぞれA/D変換された後、その連続したM点のA/D
変換データごとに、例えば波線にて示す窓関数が乗算さ
れる。このM点(0≦p≦M−1)のデータに窓関数を
乗じたものが一つの時間窓データであり、その時間窓デ
ータのi=1からN番目までが順次切り出される。い
ま、そのi番目(i=1〜N)のM点離散フーリエ変換
値をXi(k)、Yi(k)、それをN回繰返して離散周波
数軸上で平均したデータに基づき算出される伝達関数の
推定値を (ここに、<N>はN個のサンプルの平均値であること
を示す)とし、これを上記(6)式と対応させて次のよう
に表現することにする。In FIG. 10 which shows the sampling of input / output signals and the processing system as a model, the input signal x (t) and the output signal y (t) are shown.
Are A / D converted respectively, and then A / D of consecutive M points
For example, a window function indicated by a wavy line is multiplied for each conversion data. One time window data is obtained by multiplying the data at the M points (0 ≦ p ≦ M−1) by the window function, and i = 1 to Nth of the time window data are sequentially cut out. Now, it is calculated based on the i-th (i = 1 to N) M-point discrete Fourier transform value X i (k), Y i (k), which is repeated N times and averaged on the discrete frequency axis. The transfer function estimate (Here, <N> indicates an average value of N samples), and this is expressed as follows in correspondence with the above equation (6).
上式の右辺第2項は、(6)式と同様の外乱雑音による誤
差で、外乱雑音と入力信号に相関がないとき、それは偶
然誤差となる。 The second term on the right side of the above equation is an error due to the disturbance noise similar to the equation (6), and when there is no correlation between the disturbance noise and the input signal, it becomes an error by chance.
また、上式の右辺第1項には、真の伝達関数H(k)に
上記の三つの要件が満たされないために発生する系統
(偏り)誤差と偶然誤差が含まれることになり、第1項
は次のように表せる。In addition, the first term on the right side of the above equation includes a systematic (bias) error and a random error that occur when the true transfer function H (k) does not satisfy the above three requirements. The terms can be expressed as:
ただし、ここで真の伝達関数H(k)は、離散周波数k
Δf(Δf=1/Mτ)においてH(f)と一致するもの
として定義し、また、右辺第2項は上記した有限な離散
フーリエ変換に起因する系統的な誤差を、第3項は確率
的な入力信号を利用して伝達関数の推定を行うときに発
生する誤差(外乱雑音が出力に混入しなくても、入力が
不規則に変動するときは、伝達関数推定値にランダム
な、すなわち偶然誤差が発生する)を表す。 However, here, the true transfer function H (k) is the discrete frequency k
It is defined that Δf (Δf = 1 / Mτ) coincides with H (f), and the second term on the right side is the systematic error caused by the finite discrete Fourier transform described above, and the third term is the stochastic method. Error that occurs when the transfer function is estimated using various input signals (when the input fluctuates randomly even if disturbance noise is not mixed in the output, the transfer function estimate is Error occurs).
ところで、実際に観測可能な信号は、上記したようにXi
(k)、Yi(k)であり、上式の各誤差項ごとの大きさ
を評価することは困難である。By the way, the actual observable signal is Xi as described above.
(K) and Yi (k), and it is difficult to evaluate the magnitude of each error term in the above equation.
そこで、いま、N回の平均操作を行うにあたって、奇数
番目(i=1、3、・・・・、N−1番目)の窓のみの
サンプルを用いて求めた伝達関数の推定値と、偶数番目
(i=2、4、・・・・、N)の窓のみのサンプルを用
いて求めた伝達関数の推定値とを考え、その差ε(k)
<N>の性質を検討してみる。尚、伝達関数は、上記の両
推定値の平均をとって求め、これをN回の平均による推
定値とする。Therefore, when performing the averaging operation N times, the estimated value of the transfer function obtained by using only the samples of the odd-numbered windows (i = 1, 3, ... Considering the estimated value of the transfer function obtained using only the samples of the (i = 2, 4, ..., N) th window, the difference ε (k)
Consider the properties of <N> . The transfer function is obtained by averaging the above two estimated values, and this is used as the estimated value by averaging N times.
ただし、Nは偶数とし、<N/2,odd>はN回までの平均
のうち、奇数番目の窓のみを利用した平均値を、同様に
<N/2,even>は偶数番目の窓のみを利用した平均値をそ
れぞれ表す。 However, N is an even number, and <N / 2, odd> is the average value of only the odd-numbered windows of the averages up to N times. Similarly, <N / 2, even> is only the even-numbered windows. Represents the average value using.
先ず、(9)式の右辺第1項を検討するのに、奇数、偶数
番目のいずれの窓を利用して伝達関数を求めても、その
偏り誤差は同じ大きさであるから、これは零となる。First, to study the first term on the right side of equation (9), the bias error is the same even if the transfer function is obtained using either odd or even window, and this is zero. Becomes
次に、右辺第2項は後回しとし、第3項を検討してみ
る。Next, consider the third term as the second term on the right side is postponed.
入力信号と外乱雑音が、互いに無相関であれば、▲X* i
▼(k)Ui(k)はサンプルごとに複素平面上で原点を
中心にランダムに分布するから、その期待値は零であ
る。この▲X* i▼(k)Ui(k)の位相角がランダムで
あるという(すなわち、(9)式第3項の負の符号を正に
変えても統計的には変わらない)性質と、入力のオート
スペクトルの奇数番目の窓によるN/2個の平均の期待値
と偶数番目の窓によるN/2個の平均の期待値とは等しい
ことを考慮すると、右辺第3項は、次式で定義されるHd
<N>と同様な統計的性質を有することになる。If the input signal and the disturbance noise are uncorrelated with each other, ▲ X * i
▼ (k) U i (k) is randomly distributed about the origin on the complex plane for each sample, so its expected value is zero. The ▲ X * i ▼ (k) U phase angle i (k) that are random (i.e., (9) does not change the statistical be positively changed a negative sign of the third term) nature And the fact that the expected value of N / 2 averages by the odd-numbered windows of the input auto spectrum is equal to the expected value of N / 2 averages by the even-numbered windows, the third term on the right-hand side is H d defined by
It has the same statistical properties as <N> .
すなわち、Hd <N>は、N回平均の伝達関数推定値に含ま
れる外乱雑音に起因する偶然誤差を2倍したものと同じ
である。そして、これは平均回数Nが増すごとに1/▲√
▼に比例して減少するという性質をもつ。 That is, H d <N> is the same as that obtained by doubling the random error due to the disturbance noise included in the N-time averaged transfer function estimated value. And this is 1 / ▲ √ as the average number N increases.
It has the property of decreasing in proportion to ▼.
最後に第2項について検討するのに、入力信号がサンプ
ルごとにランダムであれば、上記の議論は、第2項につ
いても同様になり立つことになる。Finally, considering the second term, if the input signal is random on a sample-by-sample basis, the above discussion holds for the second term as well.
以上のとおりであり、ε(k)<N>がもつ統計的性質は、上
記(7)式右辺第2項と(8)式右辺第3項の偶然誤差の和と
同様のものとなり、したがって、Ui(k)が未知であっ
ても、このε(k)<N>を用いれば、偶然誤差の評価が可能
となる。As described above, the statistical property of ε (k) <N> is similar to the sum of the random errors of the second term on the right side of equation (7) and the third term on the right side of equation (8), and , U i (k) is unknown, the error can be evaluated by chance by using this ε (k) <N> .
この偶然誤差をパワーで表現するには、ε(k)<N>にその
複素共役ε*(k)<N>を乗じればよい。すなわち、Pε
(k)<N>=ε*(k)<N>ε(k)<N> (11) また、伝達関数の推定値に対して偶然誤差がどの程度の
比率を占めるかは、次のように偶然誤差のパワーを伝達
関数の推定値のパワーで正規化すればよい。すなわち、 さらに、平均回数Nの関数としてPε(k)<N>を表示する
に際し、Pε(k)<N>を離散周波数に沿って積分したオー
バオールを用いてもよい。すなわち、 この発明は上記知見に基づき、創案されたものであり、
次の方法および装置の発明からなる。To express this accidental error by power, ε (k) <N> may be multiplied by its complex conjugate ε * (k) <N> . That is, Pε
(k) <N> = ε * (k) <N> ε (k) <N> (11) Also, the ratio of the random error to the estimated value of the transfer function is as follows. In addition, the power of the error may be normalized by the power of the estimated value of the transfer function. That is, Further, when displaying Pε (k) <N> as a function of the average number N, an overall obtained by integrating Pε (k) <N> along the discrete frequency may be used. That is, This invention was created based on the above findings,
The invention comprises the following method and apparatus.
第一の発明は、ある回数平均して得られる伝達関数推定
値中に含まれる偶然誤差を推定する方法に関するもので
あり、 被推定信号伝達系の入、出力信号の各々を順次所定の関
数形の時間窓を介して切り出してそれぞれの離散フーリ
エ変換データXi(k)、Yi(k)を求め[ただし、kは
離散周波数、i時間窓の番号]、それを用いて離散周波
数k上の伝達関数のN回[ただし、Nは偶数]の平均値
を求めるに際し、上記時間窓の奇数番目、偶数番目ごと
のデータに基づく各N/2回の平均伝達関数 を各別に算出し[ただし、上付き*は複素共役を表
す]、その両算出値の差に基づき誤差を求めるものであ
る。A first invention relates to a method of estimating a random error included in a transfer function estimated value obtained by averaging a certain number of times, and sequentially determines the input and output signals of an estimated signal transfer system in a predetermined function form. Of the discrete Fourier transform data X i (k) and Y i (k) are obtained by cutting through the time window of [where k is a discrete frequency, i is the number of the time window], and it is used on the discrete frequency k When the average value of the transfer function of N times (where N is an even number) is calculated, the average transfer function of each N / 2 times based on the data of every odd number and even number of the above time window Is calculated for each [where the superscript * represents a complex conjugate], and the error is calculated based on the difference between the two calculated values.
第二の発明は、上記第一の発明に基づき算出される偶然
誤差を用い、それの平均回数との関係から偶然誤差が許
容値に入る平均回数を求めるものであり、 被推定信号伝達系の入、出力信号の各々を順次所定の関
数形の時間窓を介して切り出してそれの離散フーリエ変
換データXi(k)、Yi(k)を求め[ただし、kは離散
周波数、i時間窓の番号]、それを用いて離散周波数k
上の平均伝達関数を所定許容誤差内で求めるに際し、 上記時間窓の奇数番目、偶数番目ごとの切り出しデータ
に基づく平均伝達関数 を適宜の時間窓番号まで順次各別に算出して[ただし、
Lは各時点の時間窓番号、上付き*は複素共役を表す]
その両算出値の差に基づき誤差を算出し、その算出誤差
とその各対応時間窓番号とから両者の関係を求め、その
関係に基づき定まる上記許容誤差と対応する時間窓番号
から必要平均回数の予測を行うことを特徴とするもので
ある。The second invention uses the random error calculated based on the first invention, and obtains the average number of times that the random error is within the allowable value from the relationship with the average number of times. Each of the input and output signals is sequentially cut out through a time window of a predetermined functional form to obtain discrete Fourier transform data X i (k), Y i (k) thereof (where k is a discrete frequency, i time window , The discrete frequency k
When obtaining the above average transfer function within the specified tolerance, the average transfer function based on the cut-out data for each odd-numbered and even-numbered time window above Is calculated sequentially up to the appropriate time window number for each
L is the time window number at each time point, and the superscript * represents the complex conjugate]
The error is calculated based on the difference between the two calculated values, the relationship between the calculated error and each corresponding time window number is obtained, and the required average number of times is calculated from the corresponding time window number and the allowable error determined based on the relationship. It is characterized by making a prediction.
第三の発明は、上記第一の発明に基づき算出される偶然
誤差を用い、それと誤差の許容値とを比較して許容値に
入った際の推定伝達誤差を求めるものであり、 被測定信号伝達系の入、出力信号の各々を順次所定の関
数形の時間窓を介して切り出してそれの離散フーリエ変
換データXi(k)、Yi(k)を求め[ただし、kは離散
周波数、i時間窓の番号]、それを用いて離散周波数k
上の平均伝達関数を所定許容誤差内で求めるに際し、 上記時間窓の奇数番目、偶数番目ごとの切り出しデータ
に基づく平均伝達関数 を順次格別に算出して[ただし、Lはその時点の時間窓
番号、上付き*は複素共役を表す]その両算出値の差に
基づき誤差を算出し、その算出誤差と上記許容誤差とを
比較して許容誤差内に入る平均回数の平均伝達関数を求
めることを特徴とするものである。A third invention uses the random error calculated based on the first invention and compares it with an allowable error value to obtain an estimated transmission error when the error is within the allowable value. The input and output signals of the transfer system are sequentially cut out through a time window of a predetermined function form, and discrete Fourier transform data X i (k) and Y i (k) thereof are obtained [where k is a discrete frequency, i number of time window], and the discrete frequency k
When obtaining the above average transfer function within the specified tolerance, the average transfer function based on the cut-out data for each odd-numbered and even-numbered time window above Are sequentially calculated [where L is the time window number at that point, and the superscript * represents a complex conjugate]. An error is calculated based on the difference between the two calculated values, and the calculated error and the allowable error are calculated. The feature is that the average transfer function of the average number of times within the allowable error is obtained by comparison.
第四の発明は、上記第一の発明を実施するための装置に
関するものであり、 被推定信号伝達系の入、出力信号をA/D変換してメモリ
に格納するサンプリング部と、そのA/D変換データのM
点づつに所定の窓関数を乗じたものを1つの時間窓デー
タとし、i=1からN番目[ただし、Nは適宜に選択さ
れる偶数]までの各時間窓ごとのデータに対して離散フ
ーリエ変換を行ってXi(k)、Yi(k)[ただし、kは
離散周波数]を求める第1の演算部と、上記時間窓の奇
数番目、偶数番目ごとのフーリエ変換データに基づく平
均伝達関数 を各別に算出[ただし、上付き*は複素共役を表す]す
る平均部と、その両算出値の差に基づき誤差を算出する
第2の演算部と、からなる。A fourth invention relates to a device for carrying out the above-mentioned first invention, including a sampling unit for A / D converting input / output signals of an estimated signal transmission system and storing the same in a memory, M of D conversion data
One time window data is obtained by multiplying each point by a predetermined window function, and a discrete Fourier transform is applied to data for each time window from i = 1 to N-th (where N is an even number selected appropriately). A first calculation unit that performs a transformation to obtain X i (k) and Y i (k) [where k is a discrete frequency], and an average transfer based on Fourier transform data for each of the odd-numbered and even-numbered time windows function Is separately calculated [where superscript * represents a complex conjugate], and a second calculation unit that calculates an error based on the difference between the two calculated values.
第五の発明は、上記第二の発明を実施するための装置に
関するものであり、 被推定信号伝達系の入、出力信号をA/D変換してメモリ
に格納するサンプリング部と、そのA/D変換データの順
次M点づつに所定の窓関数を乗じたものを1つの時間窓
データとし、各時間窓ごとのデータに対して離散フーリ
エ変換を行ってXi(k)、Yi(k)[ただし、kは離散
周波数、iは時間窓番号]を求める第1の演算部と、上
記時間窓の奇数番目、偶数番目ごとのフーリエ変換デー
タに基づく平均伝達関数 を予め定めた時間窓番号まで順次各別に算出[ただし、
Lは各時点の時間窓番号、上付き*は複素共役を表す]
する平均部と、その両算出値の差に基づき誤差を各時間
窓番号と対応させて算出する第2の演算部と、その算出
誤差と時間窓番号の関係式を求め、それに基づき予め設
定された許容誤差内に入る時間窓番号を定める平均回数
予測部と、からなる。A fifth invention relates to a device for carrying out the above-mentioned second invention, which comprises a sampling unit for A / D converting the input and output signals of the estimated signal transmission system and storing the same in a memory, and One of the time window data is obtained by multiplying each of the D conversion data by M points sequentially by a predetermined window function, and the discrete Fourier transform is performed on the data for each time window to obtain X i (k), Y i (k ) [Where k is a discrete frequency, i is a time window number], and an average transfer function based on Fourier transform data for each of the odd-numbered and even-numbered time windows Is calculated sequentially for each up to a predetermined time window number [However,
L is the time window number at each time point, and the superscript * represents the complex conjugate]
The second arithmetic unit that calculates an error corresponding to each time window number based on the difference between the averaging unit and the two calculated values, and the relational expression between the calculation error and the time window number is obtained and set in advance based on the relational expression. And an average count predicting unit that determines a time window number within the allowable error.
第六の発明は、上記第三の発明を実施するための装置に
関するものであり、 被推定信号伝達系の入、出力信号をA/D変換してメモリ
に格納するサンプリング部と、そのA/D変換データに所
定の窓関数を乗じたものをを1つの時間窓データとし、
各時間窓ごとのデータに対して離散フーリエ変換を行っ
てXi(k)、Yi(k)[ただし、kは離散周波数]を求
める第1の演算部と、上記時間窓の奇数番目、偶数番目
ごとのフーリエ変換データに基づく平均伝達関数 を順次各別に算出[ただし、Lは各時点の時間窓番号、
上付き*は複素共役を表す]する平均部と、その両算出
値の差に基づき誤差を順次算出する第2の演算部と、そ
の算出誤差を予め設定された許容誤差と比較して許容誤
差内の平均伝達関数を取り出す比較部と、からなる。A sixth invention relates to a device for carrying out the above-mentioned third invention, including a sampling unit for A / D converting input / output signals of an estimated signal transmission system and storing the same in a memory, One time window data is obtained by multiplying the D conversion data by a predetermined window function,
A first arithmetic unit for obtaining X i (k) and Y i (k) [where k is a discrete frequency] by performing a discrete Fourier transform on the data for each time window, and an odd number of the above time window, Average transfer function based on even-numbered Fourier transform data Is calculated sequentially for each [where L is the time window number at each time point,
A superscript * represents a complex conjugate], a second arithmetic unit that sequentially calculates an error based on the difference between the two calculated values, and an allowable error by comparing the calculated error with a preset allowable error. And a comparison unit for extracting the average transfer function in.
[作用] 上記第四の発明の装置を用いて上記第一の発明の方法を
実施すると、それにより奇数番目と偶数番目ごとのデー
タに基づく各N/2回の平均伝達関数の差が求められ、こ
の差に基づきN回の平均により算出された伝達関数推定
値中に含まれる偶然誤差の大きさが判明する。[Operation] When the method of the first aspect of the invention is performed using the apparatus of the fourth aspect of the invention, the difference between the average transfer functions of N / 2 times based on the data of the odd number and the even number is obtained. Based on this difference, the magnitude of the random error included in the transfer function estimated value calculated by averaging N times is found.
また、上記第五の発明の装置を用いて上記第二の発明の
方法を実施すると、それにより奇数番目と偶数番目ごと
のデータに基づく平均伝達関数の差が、適宜の時間窓番
号まで順次各別に算出され、次いで、その算出誤差とそ
の各対応時間窓番号とから両者の関係が求められ、その
関係に基づき、誤差が許容値に入るときの時間窓番号、
すなわち必要平均回数の予測が行なわれる。Further, when the method of the second invention is carried out by using the device of the fifth invention, the difference between the average transfer functions based on the odd-numbered data and the even-numbered data is thereby sequentially increased to appropriate time window numbers. Calculated separately, and then the relationship between the two is obtained from the calculated error and its corresponding time window number, based on the relationship, the time window number when the error falls within the allowable value,
That is, the required average number of times is predicted.
また、上記第六の発明の装置を用いて上記第三の発明の
方法を実施すると、それにより奇数番目と偶数番目ごと
のデータに基づく平均伝達関数の差と誤差の許容値とが
順次比較され、許容値に入った際の推定伝達誤差が得ら
れる。When the method of the third aspect of the invention is carried out using the device of the sixth aspect of the invention, the difference between the average transfer functions based on the odd-numbered and even-numbered data and the error tolerance are sequentially compared. , The estimated transmission error when the tolerance value is entered is obtained.
[実施例] 先ず、コンピュータシミュレーション結果に基づき本発
明説明する。[Embodiment] First, the present invention will be described based on a computer simulation result.
第3図はシミュレーションに用いた被推定信号伝達系で
ある。FIG. 3 shows an estimated signal transfer system used in the simulation.
そのFIR型ディジタルフイルタ20は、コンピュータ内部
に用意した256ポイントのものであり、第4図にその伝
達関数を示す。入力信号x(p)には、広帯域のガウス
性白色ノイズをサンプルした信号を、外乱雑音u(p)
には、上記x(p)と全く相関の無い信号として、コン
ピュータから作り出した疑似正規乱数列をそれぞれ用い
た。The FIR type digital filter 20 is a 256-point type digital filter 20 prepared inside the computer, and its transfer function is shown in FIG. For the input signal x (p), a signal obtained by sampling wideband Gaussian white noise is used as the disturbance noise u (p).
, A pseudo-normal random number sequence generated from a computer was used as a signal having no correlation with x (p).
このシミュレーションでの離散フーリエ変換は倍精度で
実行し、FFTは1024点、窓関数にはハニングの窓を採用
した。また、平均化を独立に行わせるため時間窓は重な
り合わないように設定した。離散周波数kとしては、DC
から400までの401個(kの値に2π/1024を乗じた値が
正規化角周波数)を表示に使用している。The discrete Fourier transform in this simulation was executed with double precision, FFT was 1024 points, and Hanning's window was used for the window function. In addition, the time windows are set so that they do not overlap in order to perform averaging independently. DC is the discrete frequency k
From 401 to 400 (the value obtained by multiplying the value of k by 2π / 1024 is the normalized angular frequency) is used for display.
先ず、予備的検討として、入力信号に確定信号(スペク
トルが全周波数において1の大きさをもち、位相が周波
数の自乗に比例した遅れをもつ周期信号で、毎回の時間
窓に同期している)を用い、外乱雑音の無い場合の偶然
誤差のパワーPε(k)<N>を算出した。その結果は当然で
あるが、平均回数N=2からは零となった。次に、上記
の入力信号を白色雑音とし、同様に偶然誤差のパワーP
ε(k)<N>を算出した。このPε(k)<N>には、第5図に示
すように、上記(8)式にて説明した伝達関数の形(第4
図参照)の影響の残る(8)式の右辺第3項に対応する誤
差が表れ、本発明によって誤差の検出が行えることが確
認できた。First, as a preliminary study, a deterministic signal as an input signal (a periodic signal whose spectrum has a magnitude of 1 at all frequencies and whose phase has a delay proportional to the square of the frequency and which is synchronized with each time window) Was used to calculate the power P ε (k) <N> of the random error in the absence of disturbance noise. The result is, of course, zero since the average number N = 2. Next, the above-mentioned input signal is changed to white noise, and similarly, the power P of the random error is
ε (k) <N> was calculated. This Pε (k) <N> is, as shown in FIG. 5, the form of the transfer function described in the above equation (8) (fourth
An error corresponding to the third term on the right-hand side of the equation (8), which is still affected by (see the figure), appears, and it was confirmed that the present invention can detect the error.
第6図は、上記第3図の系において、外乱雑音u(p)
を系の出力信号y(p)にS/N比37dBで混入させた場合
の結果である。図には算出したξ(k)<N>、すなわち偶然
誤差のパワーを伝達関数の推定値のパワーで正規化した
値を縦軸にログで示し、横軸には離散周波数をリニアに
て示している。FIG. 6 shows the disturbance noise u (p) in the system of FIG.
Is the result when S is mixed into the output signal y (p) of the system at an S / N ratio of 37 dB. In the figure, the calculated ξ (k) <N> , that is, the value of the power of the random error normalized by the power of the estimated value of the transfer function is shown in the log on the vertical axis, and the discrete frequency is linear on the horizontal axis. ing.
尚、この正規化にあたっては、偶然誤差のパワーPε
(k)<N>が、離散周波数kにより変動しているためこのP
ε(k)<N>の値をkについて41点の単純移動平均行った上
で、伝達関数の推定値のパワーで除した。In this normalization, the power P ε of the accidental error is
Since (k) <N> fluctuates due to the discrete frequency k, this P
The value of ε (k) <N> was subjected to a simple moving average of 41 points for k, and then divided by the power of the estimated value of the transfer function.
これによれば、平均回数N=256回と1024回では、伝達
関数のピーク付近(第4図参照)においては、偶然誤差
にほとんど差がないが、裾野付近では平均回数の増加に
より改善の余地があることが示されている。According to this, when the average number N = 256 and 1024, there is almost no difference in the error near the peak of the transfer function (see Fig. 4), but there is room for improvement due to the increase in the average number near the tail. It is shown that there is.
第8図は、各種の外乱雑音の混入条件下において、伝達
関数の推定値に含まれる偶然誤差が、平均回数によりど
う変化するかを示したものである。縦軸は偶然誤差のパ
ワーのオーバオール、横軸は平均回数であり、図中の点
線は外乱雑音の混入が無い場合、実線はS/Nが−2.8dBの
場合、破線はS/Nが37dBの場合、2点鎖線はS/Nが37dBで
あって、かつ外乱の分散が変化する場合をそれぞれ示し
ている。FIG. 8 shows how the random error contained in the estimated value of the transfer function changes depending on the average number of times under various disturbance noise mixing conditions. The vertical axis is the overall error power by chance and the horizontal axis is the average frequency.The dotted line in the figure shows the case where no disturbance noise is mixed, the solid line shows S / N of -2.8 dB, and the broken line shows S / N. In the case of 37 dB, the two-dot chain line shows the case where the S / N is 37 dB and the dispersion of the disturbance changes.
これによれば、平均回数の増加に対する偶然誤差のパワ
ーの減じ方が、条件に依らずほぼ同一の傾向をもつこ
と、また、このパワーがほぼ外乱雑音u(p)と入力信
号x(p)のS/Nに依存していることが判る。According to this, how to reduce the power of the random error with respect to the increase of the average number tends to be almost the same regardless of the condition, and this power is almost equal to the disturbance noise u (p) and the input signal x (p). It turns out that it depends on the S / N.
以上のように、これによれば、ある平均回数の下で推定
した伝達関数に含まれる偶然誤差の大きさが判り、逆に
ある偶然誤差の許容値内で伝達関数を推定したい場合
は、上記第8図に見られるように偶然誤差の変化状態か
ら、必要最小限の平均回数を平均過程で予測決定した
り、あるいは、時々刻々の偶然誤差と偶然誤差の許容値
とを平均過程で逐次比較して許容値内となった際の伝達
関数を取り出すことで目的が達成される。As described above, according to this, when the magnitude of the random error included in the transfer function estimated under a certain average number is known, and conversely, when it is desired to estimate the transfer function within the allowable value of the random error, the above As can be seen from FIG. 8, the minimum required number of averages is predicted and determined in the averaging process from the changing state of the random error, or the random error and the allowable value of the random error are compared sequentially in the averaging process. Then, the objective is achieved by extracting the transfer function when it is within the allowable value.
次に、実際の測定対象による実施例として、Qを可変と
した中心周波数2.1kHzのバンドパスアナログフィルタを
測定対象とした例につき説明する。Next, an example in which a bandpass analog filter having a center frequency of 2.1 kHz with variable Q is measured will be described as an example of an actual measurement target.
この系では、入力信号x(t)に広帯域のガウス性白色
ノイズを、外乱雑音u(t)にx(t)と全く相関のな
い白色雑音発生器のガウス性白色ノイズを用いている。In this system, wideband Gaussian white noise is used for the input signal x (t), and Gaussian white noise of the white noise generator having no correlation with x (t) is used for the disturbance noise u (t).
第1図および第2図は、上記系の入出力に基づいて伝達
関数推定値およびそれに含まれた偶然誤差を求めるため
の処理系であり、2チャンネルのA/D変換部1、そのデ
ータを記憶する入力メモリ2、その各窓ごとの記憶デー
タを用いて離散フーリエ変換を実行する第1の演算部3
からなる2チャンネルFFTアナライザと、その奇数番
目、偶数番目の窓のデータに対するフーリエ変換データ
を各別に導入して平均化処理を実行する第1、第2の平
均部4、5、その各平均データに基づき奇数番目、偶数
番目の格別の伝達関数の演算を実行する第2の演算部
6、その奇数番目、偶数番目の格別の伝達関数を導入
し、両値の和に対応する平均の 差に対応する誤差ε(k)<N>をそれぞれ算出する加算部
7、減算部8、さらに、この加算部7、減算部8のデー
タを第2図に示すようにパワーに変換する変換部9、そ
のパワーを伝達関数で正規化する正規化演算部10、パワ
ーのオーバオール演算部11の各演算機能がプログラミン
グされた汎用コンピュータとからなる。FIGS. 1 and 2 show a processing system for obtaining a transfer function estimated value and a random error included in the estimated transfer function value based on the input and output of the above system. An input memory 2 to be stored, and a first arithmetic unit 3 for executing a discrete Fourier transform using the stored data for each window.
2 channel FFT analyzer, and the first and second averaging units 4 and 5 for respectively performing the averaging process by individually introducing the Fourier transform data for the data of the odd-numbered and even-numbered windows, and the respective averaged data thereof. The second arithmetic unit 6 which executes the operation of the odd-numbered and even-numbered extraordinary transfer functions based on the above, and introduces the odd-numbered and even-numbered extraordinary transfer functions, and calculates the average of the two values. An adding unit 7 and a subtracting unit 8 for calculating an error ε (k) <N> corresponding to the difference, and a converting unit for converting the data of the adding unit 7 and the subtracting unit 8 into power as shown in FIG. 9, a normalization operation unit 10 for normalizing the power with a transfer function, and a general-purpose computer in which each operation function of the power overall operation unit 11 is programmed.
以上のものにおいて、アナログフィルタの入出力信号
は、A/D変換された後、第1の演算部3に送られ、入力
信号と出力信号のパワースペクトルおよびクロススペク
トルが算出される。続いて、このパワースペクトルとク
ロススペクトルは、GPIBを介して上記第1図の平均部
4、5以降の演算を実行するコンピュータに転送され、
そこで、上記の演算が順次実行され、伝達関数で正規化
された偶然誤差ξ(k)<N>、偶然誤差のパワーのオーバオ
ールPoa ε(k)<N>および伝達関数の算出が行われる。In the above components, the input / output signal of the analog filter is A / D converted and then sent to the first arithmetic unit 3 to calculate the power spectrum and cross spectrum of the input signal and the output signal. Subsequently, the power spectrum and the cross spectrum are transferred to a computer that executes the arithmetic operations of the averaging units 4 and 5 in FIG. 1 via GPIB,
Therefore, the above operations are sequentially executed to calculate the random error ξ (k) <N> normalized by the transfer function, the overall error power Poa ε (k) <N>, and the transfer function. .
第7図は、各種条件下で伝達関数の推定値に含まれる偶
然誤差が、平均回数によりどう変化するかを示したもの
であり、上記第8図の例とは外乱の分散を変動させた場
合のデータを採取していない点、フィルタのQが2.5
(破線にて図示)と10(実線にて図示)の場合について
も測定を行った点が異なっている。この場合も第8図と
同様、算出される偶然誤差の大きさと平均回数との関係
から伝達誤差の推定値中に含まれる偶然誤差の大きさ、
あるいは、ある偶然誤差許容値内とするために必要な平
均回数の決定が行えることになる。FIG. 7 shows how the random error contained in the estimated value of the transfer function changes under various conditions depending on the average number of times. The variance of the disturbance was varied from the example of FIG. In case of not collecting data, the filter Q is 2.5
The difference is that the measurements were performed for the cases (illustrated by the broken line) and 10 (illustrated by the solid line). Also in this case, as in FIG. 8, the magnitude of the random error included in the estimated value of the transmission error based on the relationship between the magnitude of the calculated random error and the average number of times,
Alternatively, it is possible to determine the average number of times required to fall within a certain error tolerance.
尚、上記説明においては、DCから400までの401個の離散
周波数k(kの値に2π/1024を乗じた値が正規化角周
波数)のオーバオールを使用した場合であるが、例えば
共振点付近だけを推定したい場合などにおいては、特定
部分のオーバオールを用いてもよい。In the above description, an overall of 401 discrete frequencies k from DC to 400 (a value obtained by multiplying the value of k by 2π / 1024 is a normalized angular frequency) is used. When it is desired to estimate only the neighborhood, the overall part may be used.
[発明の効果] 以上のとおりであり、本発明は離散フーリエ変換により
伝達関数の推定を行なうに際し、測定した伝達関数に含
まれる偶然誤差のみを抽出して、その大きさを求め、あ
るいはその大きさと平均回数の関係から必要平均回数の
予測決定を行うものであり、測定伝達関数の誤差範囲を
明確にできる結果、系の設計等にあたって明確な指針を
与えることができ、あるいは、必要平均回数の予測決定
により所望精度の伝達関数を最小の測定時間で得ること
ができる。[Advantages of the Invention] As described above, according to the present invention, when the transfer function is estimated by the discrete Fourier transform, only the random error included in the measured transfer function is extracted and the magnitude thereof is calculated, or the magnitude thereof is calculated. And the average number of times, the required average number is predicted and determined.As a result, the error range of the measurement transfer function can be clarified, and a clear guideline can be given when designing the system, or the required average number of times The predictive decision makes it possible to obtain a transfer function of desired accuracy in a minimum measuring time.
第1図及び第2図は本発明の実施例を示すブロック線
図、第3図は本発明のコンピュータシミュレーションを
行った信号伝達系のブロック線図、第4図は上記第3図
のフィルタの伝達関数を示す図、第5図は白色雑音を入
力信号とした場合の本発明により抽出された偶然誤差の
パワーを示す図、第6図はS/Nが37dBの場合の正規化さ
れた偶然誤差を示す図、第7図及び第8図は正規化され
た偶然誤差と平均回数の関係を示す図、第9図は本発明
の理論的検討に用いた信号伝達系を示すブロック線図、
第10図は本発明における入出力信号のサンプリングや処
理系をモデル化して示す波形図である。 1:A/D変換部、3:第1の演算部 4,5:平均部、6:第2の演算部 7:加算部、8:減算部1 and 2 are block diagrams showing an embodiment of the present invention, FIG. 3 is a block diagram of a signal transmission system in which the computer simulation of the present invention is performed, and FIG. 4 is a block diagram of the filter shown in FIG. FIG. 5 is a diagram showing a transfer function, FIG. 5 is a diagram showing the power of the random error extracted by the present invention when white noise is used as an input signal, and FIG. 6 is a normalized random chance when the S / N is 37 dB. FIG. 7 is a diagram showing an error, FIG. 7 and FIG. 8 are diagrams showing a relation between the normalized random error and the average number of times, and FIG. 9 is a block diagram showing a signal transmission system used in the theoretical study of the present invention.
FIG. 10 is a waveform diagram showing a model of the sampling and processing system of the input / output signal in the present invention. 1: A / D conversion unit, 3: First calculation unit 4,5: Averaging unit, 6: Second calculation unit 7: Addition unit, 8: Subtraction unit
───────────────────────────────────────────────────── フロントページの続き (72)発明者 大橋 正尚 東京都新宿区西新宿2―4―1 株式会社 小野測器本社内 審査官 菊井 広行 ─────────────────────────────────────────────────── ─── Continuation of the front page (72) Masahisa Ohashi 2-4-1 Nishishinjuku, Shinjuku-ku, Tokyo Ono Sokki Co., Ltd. In-house Examiner Hiroyuki Kikui
Claims (6)
順次所定の関数形の時間窓を介して切り出してそれぞれ
の離散フーリエ変換データXi(k)、Yi(k)を求め
[ただし、kは離散周波数、i時間窓の番号]、それを
用いて離散周波数k上の伝達関数のN回[ただし、Nは
偶数]の平均値を求めるに際し、 上記時間窓の奇数番目、偶数番目ごとのデータに基づく
各N/2回の平均伝達関数 を各別に算出し[ただし、上付き*は複素共役を表
す]、その両算出値の差に基づき誤差を求めることを特
徴とする伝達関数推定値中の偶然誤差推定方法。1. The input and output signals of the estimated signal transfer system are sequentially cut out through time windows of a predetermined functional form to obtain respective discrete Fourier transform data X i (k), Y i (k). [Where k is a discrete frequency, i is the number of the time window], and when using it to find the average value of N times [where N is an even number] of the transfer function on the discrete frequency k, an odd number of the above time window, Each N / 2 average transfer function based on every even numbered data Is calculated for each [where the superscript * represents a complex conjugate], and the error is obtained based on the difference between the two calculated values.
順次所定の関数形の時間窓を介して切り出してそれの離
散フーリエ変換データXi(k)、Yi(k)を求め[ただ
し、kは離散周波数、i時間窓の番号]、それを用いて
離散周波数k上の平均伝達関数を所定許容誤差内で求め
るに際し、 上記時間窓の奇数番目、偶数番目ごとの切り出しデータ
に基づく平均伝達関数 を適宜の時間窓番号まで順次各別に算出して[ただし、
Lは各時点の時間窓番号、上付き*は複素共役を表す]
その両算出値の差に基づき誤差を算出し、その算出誤差
とその各対応時間窓番号とから両者の関係を求め、その
関係に基づき定まる上記許容誤差と対応する時間窓番号
から必要平均回数の予測を行うことを特徴とする伝達関
数推定値中の偶然誤差推定方法。2. The input and output signals of the signal transmission system to be estimated are sequentially cut out through a time window of a predetermined function form, and discrete Fourier transform data X i (k), Y i (k) thereof are obtained. [Where k is a discrete frequency, i is the number of the time window], and when using this to find the average transfer function on the discrete frequency k within the specified tolerance, the cut-out data for each odd-numbered and even-numbered time window is used. Mean transfer function based Is calculated sequentially up to the appropriate time window number for each
L is the time window number at each time point, and the superscript * represents the complex conjugate]
The error is calculated based on the difference between the two calculated values, the relationship between the calculated error and each corresponding time window number is obtained, and the required average number of times is calculated from the corresponding time window number and the allowable error determined based on the relationship. A method of estimating a random error in a transfer function estimated value, which is characterized by performing prediction.
順次所定の関数形の時間窓を介して切り出してそれの離
散フーリエ変換データXi(k)、Yi(k)を求め[ただ
し、kは離散周波数、i時間窓の番号]、それを用いて
離散周波数k上の平均伝達関数を所定許容誤差内で求め
るに際し、 上記時間窓の奇数番目、偶数番目ごとの切り出しデータ
に基づく平均伝達関数 を順次格別に算出して[ただし、Lはその時点の時間窓
番号、上付き*は複素共役を表す]その両算出値の差に
基づき誤差を算出し、その算出誤差と上記許容誤差とを
比較して許容誤差内に入る平均回数の平均伝達関数を求
めることを特徴とする伝達関数推定値中の偶然誤差推定
方法。3. The input and output signals of the signal transmission system to be estimated are sequentially cut out through a time window having a predetermined function form, and discrete Fourier transform data X i (k) and Y i (k) of the data are obtained. [Where k is a discrete frequency, i is the number of the time window], and when using this to find the average transfer function on the discrete frequency k within the specified tolerance, the cut-out data for each odd-numbered and even-numbered time window is used. Mean transfer function based Are sequentially calculated [where L is the time window number at that point, and the superscript * represents a complex conjugate]. An error is calculated based on the difference between the two calculated values, and the calculated error and the allowable error are calculated. A method of estimating an accidental error in a transfer function estimation value, which is characterized by comparing and obtaining an average transfer function of an average number of times within an allowable error.
換してメモリに格納するサンプリング部と、そのA/D変
換データのM点づつに所定の窓関数を乗じたものを1つ
の時間窓データとし、i=1からN番目[ただし、Nは
適宜に選択される偶数]までの各時間窓ごとのデータに
対して離散フーリエ変換を行ってXi(k)、Yi(k)
[ただし、kは離散周波数]を求める第1の演算部と、
上記時間窓の奇数番目、偶数番目ごとのフーリエ変換デ
ータに基づく平均伝達関数 を各別に算出[ただし、上付き*は複素共役を表す]す
る平均部と、その両算出値の差に基づき誤差を算出する
第2の演算部と、からなるところの伝達関数推定値中の
偶然誤差測定装置。4. A sampling section for A / D converting the input and output signals of the signal transmission system to be estimated and storing the same in a memory, and a sampling section obtained by multiplying M points of the A / D converted data by a predetermined window function. As one time window data, discrete Fourier transform is performed on data for each time window from i = 1 to N-th (where N is an even number selected appropriately), and X i (k), Y i (K)
A first arithmetic unit for obtaining [where k is a discrete frequency],
Average transfer function based on Fourier transform data for every odd number and even number in the above time window In each of the transfer function estimation values, which is composed of an averaging part which calculates [wherein the superscript * represents a complex conjugate] and a second calculation part which calculates an error based on the difference between the two calculated values. Accidental error measuring device.
換してメモリに格納するサンプリング部と、そのA/D変
換データの順次M点づつに所定の窓関数を乗じたものを
1つの時間窓データとし、各時間窓ごとのデータに対し
て離散フーリエ変換を行ってXi(k)、Yi(k)[ただ
し、kは離散周波数、iは時間窓番号]を求める第1の
演算部と、上記時間窓の奇数番目、偶数番目ごとのフー
リエ変換データに基づく平均伝達関数 を予め定めた時間窓番号まで順次各別に算出[ただし、
Lは各時点の時間窓番号、上付き*は複素共役を表す]
する平均部と、その両算出値の差に基づき誤差を各時間
窓番号と対応させて算出する第2の演算部と、その算出
誤差と時間窓番号の関係式を求め、それに基づき予め設
定された許容誤差内に入る時間窓番号を定める平均回数
予測部と、からなるところの伝達関数推定値中の偶然誤
差推定装置。5. A sampling unit for A / D converting the input and output signals of the estimated signal transfer system and storing the same in a memory, and multiplying each A point of the A / D converted data by a predetermined window function. Is taken as one time window data and discrete Fourier transform is performed on the data for each time window to obtain X i (k) and Y i (k) [where k is the discrete frequency and i is the time window number] A first calculation unit and an average transfer function based on Fourier transform data for each of the odd-numbered and even-numbered time windows Is calculated sequentially for each up to a predetermined time window number [However,
L is the time window number at each time point, and the superscript * represents the complex conjugate]
The second arithmetic unit that calculates an error corresponding to each time window number based on the difference between the averaging unit and the two calculated values, and the relational expression between the calculation error and the time window number is obtained and set in advance based on the relational expression. And an erroneous error estimation device in the transfer function estimation value, which comprises an average number prediction unit that determines a time window number falling within the allowable error.
換してメモリに格納するサンプリング部と、そのA/D変
換データに所定の窓関数を乗じたものをを1つの時間窓
データとし、各時間窓ごとのデータに対して離散フーリ
エ変換を行ってXi(k)、Yi(k)[ただし、kは離散
周波数]を求める第1の演算部と、上記時間窓の奇数番
目、偶数番目ごとのフーリエ変換データに基づく平均伝
達関数 を順次各別に算出[ただし、Lは各時点の時間窓番号、
上付き*は複素共役を表す]する平均部と、その両算出
値の差に基づき誤差を順次算出する第2の演算部と、そ
の算出誤差を予め設定された許容誤差と比較して許容誤
差内の平均伝達関数を取り出す比較部と、からなるとこ
ろの伝達関数推定値中の偶然誤差推定装置。6. A sampling unit for A / D converting the input and output signals of the signal transmission system to be estimated and storing the same in a memory, and the A / D converted data multiplied by a predetermined window function for one time. Window data, a first calculation unit that obtains X i (k) and Y i (k) [where k is a discrete frequency] by performing a discrete Fourier transform on the data for each time window, and the time window Mean transfer function based on Fourier transform data for every odd and even number of Is calculated sequentially for each [where L is the time window number at each time point,
A superscript * represents a complex conjugate], a second arithmetic unit that sequentially calculates an error based on the difference between the two calculated values, and an allowable error by comparing the calculated error with a preset allowable error. And a comparison unit for extracting the average transfer function in, and an accidental error estimation device in the transfer function estimation value, which comprises:
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