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PSD confidence intervals

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 ...

RE: PSD confidence intervals

Here is Mr Beranek's take on the matter, for ideal gaussian signals and perfect filters:

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

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