PSD confidence intervals
PSD confidence intervals
(OP)
When a broad band random vibration signal is FFT'd and an average PSD is calculated using an exponential average with a known number of DOF's what is the PSD amplitude uncertainty interval?
eg what is the +/- dB variation within 95% confidence.
Any statisticians out there?
Many thanks ...
eg what is the +/- dB variation within 95% confidence.
Any statisticians out there?
Many thanks ...





RE: PSD confidence intervals
SD=mean power/sqrt(B*T)
This is for proper averaging, not exponential. If you can work out an effective T for your averaging process then you ought to be in the right ballpark.
Blackman proposed a 96% confidence limit
12.6*(2/(3*n-1)+or- 1/(sqrt(n-1))) dB
where n=2*B*T
If nobody else comes up with a better answer then I suggest you contact Dr Colin Mercer at www.prosig.com. He knows everything.
Cheers
Greg Locock