Errors in the Estimation of System Kernels

Introduction

Estimation of kernels with the crosscorrelation technique is associated with a variety of errors. The most important of these errors are due to the finite bandwidth and the finite record length of the quasiwhite stimulus signal, since the white-noise method and the crosscorrelation technique are theoretically designed for a white stimulus signal of infinite bandwidth and record length. It is important for the user of the white-noise method to have a quantitative idea of the estimation error that is committed using any of the quasiwhite test signals that have been previously discussed (Chapter 5).

In this chapter, we discuss these estimation errors for each of the families of quasiwhite test signals (GWN, PRS, CSRS).