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Shock and Vibration
Volume 19, Issue 6, Pages 1257-1266

Bias Errors due to Leakage Effects When Estimating Frequency Response Functions

Andreas Josefsson,1 Kjell Ahlin,1 and Göran Broman1,2

1School of Engineering, Blekinge Institute of Technology, Karlskrona, Sweden
2Department of Functional Product Development, Luleå University of Technology, Luleå, Sweden

Received 23 September 2011; Revised 23 December 2011

Copyright © 2012 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Frequency response functions are often utilized to characterize a system's dynamic response. For a wide range of engineering applications, it is desirable to determine frequency response functions for a system under stochastic excitation. In practice, the measurement data is contaminated by noise and some form of averaging is needed in order to obtain a consistent estimator. With Welch's method, the discrete Fourier transform is used and the data is segmented into smaller blocks so that averaging can be performed when estimating the spectrum. However, this segmentation introduces leakage effects. As a result, the estimated frequency response function suffers from both systematic (bias) and random errors due to leakage. In this paper the bias error in the H1 and H2-estimate is studied and a new method is proposed to derive an approximate expression for the relative bias error at the resonance frequency with different window functions. The method is based on using a sum of real exponentials to describe the window's deterministic autocorrelation function. Simple expressions are derived for a rectangular window and a Hanning window. The theoretical expressions are verified with numerical simulations and a very good agreement is found between the results from the proposed bias expressions and the empirical results.