Relaxed power spectrum estimation from multiple data records utilising subjective probabilities

Estimation of an imprecise power spectral density function with optimised bounds from scarce data for epistemic uncertainty quantification

“…Thus, different representations of the PSD functions result, depending on the bounds used for the derived interval parameters. A relaxed PSD function, based on a large data set of similar signals transformed into the frequency domain, is derived in [35]. Since it is possible to extract robust statistical information from a large amount of data, the relaxed PSD provides a probabilistic representation of the data in the frequency domain.…”