8.1_The Modeling Process:Theory_and Practice +∑dea R(e)=H(ef)2 k= 2D(e-i) = A(e-)P 频率响应 1+∑aea k=1 What can we know from the above result? For a random signal,if we can estimate what model generates this signal and what the variance of excitation is,we can further estimate its autoPSD 0 l+∑de R(e)=6 k= =G2ID(e)p l+∑aem Ae)P k=8.1 The Modeling Process: Theory and Practice 2 2 2 2 2 2 2 1 1 ( ) | ( ) | | ( ( )| 1 | | 1 ) Q j k k j P j j j k k j k k R H A e a d e e D e e e             − − = − = − = = = + +  频率响应 • What can we know from the above result? • For a random signal, if we can estimate what model generates this signal and what the variance of excitation is, we can further estimate its autoPSD 2 2 2 1 1 2 2 | | ˆ 1 ˆ 1 ˆ ˆ ( ) ˆ ( ) | | ˆ ˆ ( ) Q j k k P k j k j j j k k d e D A e a e R e e          − − = − − = = + = +  