Robust Parametric Transfer Function Estimation Using Complex Logarithmic Frequency Response Data

The statistical properties of a logarithmic leastsquares frequency-domain estimator are analyzed in an "error in-variables" framework. It is shown that, contrary to most frequency-domain estimators, the logarithmic least-squares estimator remaim "practically" "&tent when the variEsnces of the frequency-ddn data are not U priori known. If available, the variance at each spectral b e of the logarithmic frequency response data CM be osed to weight the logarithmic least-squares estimator, resulting in parameter estimates with a d e r variability. An estimate of these variances can be derived from the residual errors at the excited spectral lines. -des its robustness to lack of prior nohe information, it is demonstrated that the logarithmic estimator behaves remarkably well in the presence of outliers.