A wavelet-based approach to FRF identification from incomplete data

Nic Dirkx (Corresponding author), Koen Tiels, Tom Oomen

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
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Frequency Response Function (FRF) estimation from measured data is an essential step in the design, the control, and the analysis of complex dynamical systems, including thermal and motion systems. Especially for systems that require long measurement time, missing samples in the data record, e.g., due to measurement interruptions, often occur. The aim of this paper is to achieve accurate identification of non-parametric FRF models of periodically excited systems from noisy output measurements with missing samples. An identification framework is established that exploits a wavelet-based transform to separate the effect of the missing samples in the time domain from the system characteristics in the frequency domain. The framework encompasses both a time-invariant and a time-varying wavelet-based estimator, which provide different mechanisms to address the missing samples. Experimental results from a thermo-dynamical system confirm that the estimators enable accurate identification.

Original languageEnglish
Article number6501715
Number of pages15
JournalIEEE Transactions on Instrumentation and Measurement
Publication statusPublished - 22 Mar 2023


  • Discrete Fourier transforms
  • Estimation
  • Time-domain analysis
  • Time-frequency analysis
  • Transforms
  • Transient analysis
  • Wavelet transforms
  • wavelet transforms
  • Frequency response
  • linear systems
  • system identification
  • missing data


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