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
BTW, The MATLAB PSD function has an option to calculate a 95% confidence interval (again this is linear averaging).
Michael