抄録
Many methods which estimate dynamic characteristics have been developed and are now widely used in many fields. Most of those methods use the frequency response function (FRF) as input data. Recently, some new methods based on the maximum likelihood principle which also utilize FRF as input data have been proposed by one of the authors. According to these methods, system parameters are estimated with a least squares principle using the reciprocal of FRF's variance as a weighting function. Therefore, it is necessary to estimate not only the FRF itself, but also the variance of the FRF. In this paper, estimation methods of FRF's variance are presented. Mainly, two kinds of methods are used to estimate the FRF from measured input and output signals: they are the "H1" and "Hv" estimators. In this paper, the variance is formulated for each estimator.
