Fast variance calculation of polyreference least-squares frequency-domain estimates

One major drawback of the PolyMAX estimator, a polyreference least-squares frequency-domain estimator, is the lack of confidence bounds on the estimated modal parameters. This paper proposes a fast two-step approach to determine the variances on the estimated polynomial parameters and next on the resonance frequencies and damping ratios. The approach is based on the linearization of the sensitivity of the modal parameters to the noise variance. This noise variance (explicitly or as the coherence function) is assumed to be known a priori. The approach is tested on simulations and real-life measurements.