A frequency response estimation method based on smoothing and thresholding

A standard approach for estimating the frequency function of a linear dynamical system is to use spectral estimation. Traditionally, this is done by smoothing the noisy frequency data using linear filters. The method has proved to be successful in most cases and is widely used. However, if the frequency response has fine details appearing only locally in frequency, the loss of resolution caused by smoothing might result in unacceptable errors. In this paper, a different method for frequency response estimation is suggested. The method utilizes recently proposed wavelet‐based denoising schemes combined with traditional smoothing techniques. The wavelet transform is applied in the frequency domain in order to provide a suitable frequency window. Tested through simulations, this approach provides an alternative when traditional methods fail. © 1998 John Wiley & Sons, Ltd.