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PSD confidence intervals

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TrickyDick

TrickyDick

Mechanical
Joined
Apr 4, 2001
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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 ...
 
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I'm not sure about exponential averaging, but for linear averaging, I would think it would be safe to assume that individual spectral line levels follow a normal distribution when expressed in dB. In that case you can use a two tailed Student's t-distribution to estimate the confidence interval at each spectral line. The tables for this should be in any basic stats book.

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

Michael
 
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