Effects ofOverlapping andWindowing ontheEstimates ofFrequency Response Functions ofLinear Systems withRandomInputSignals

Theuseofblock overlapping andtime windowing inthe estimation offrequency response functions oflinear systems is considered. Thesystems aresubjected tostationary white random excitation andthere isnoexternal noise. Thesources oferrors for thebias andvariance ofthefrequency response areidentified tobe duetotheFourier transforms ofthetransient terms orendeffects that arise duetonon-periodic signals. Using apuretimedelay asan example forthesystem, itisshownthatthere isa limit tothe improvement achievable inreducing thevariance astheblock overlap isincreased