Resolution bias errors in spectral density, frequency response and coherence function measurements, VI: Non-white noise at the input

Abstract

The general theory of spectral estimation presented in a previous part of this series of papers is applied exemplarily to the case of a non-white (1/ f 2 )-noise excited RC-low-pass filter. It is shown that the differences compared to the case of white noise excitation observed in the frequency response and coherence estimates are small if the Hanning (or another continuous) window is used, but that they can become drastic for the rectangular window. Experimental results are in accord with the theoretical prediction. Further experiments with an electrical LRC-resonance circuit (second-order system) show that the same applies in this case.