Abstract
This paper investigates the measurement errors involved in estimating frequency response functions from weighted overlapped segment averaging, a technique that has become a standard in modern data analysers due to its computational advantages. A particular attention is paid to leakage errors, for which this technique has been frequently criticised. Our main result is that a Half-sine or Diff window with 67% overlap achieves the best compromise to reduce leakage errors, and this is independently of the system frequency response function. This conclusion is to be contrasted with the customary habit of using a Hanning window with 50% overlap.
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