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Unformatted text preview: ensemble averaging over N statistically independent time history records, 1 r ˆ [ p( x )] N x p( x ) ε ≈ ∆ and, when it is computed by time-averaging a single sample record of length T with energy distributed uniformly over a bandwidth B , 1 2 r ˆ [ p( x )] BT x p( x ) ≈ ∆ Note #1: Decrease in ∆ x tends to decrease the bias error but increase the random error. Note #2: Normalized bias and random errors of are defined as ± φ [ ] ( ) ε φ φ φ b E = 1 ± − , ( ) [ ] ε φ φ φ r E E = − 1 2 1 2 ± [ ± ]...
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This note was uploaded on 11/21/2009 for the course ME . taught by Professor . during the Spring '09 term at Korea University.
- Spring '09