The transient impulse response modeling method for non-parametric system identification

A method for the nonparametric estimation of the Frequency Response Function (FRF) was introduced in Hägg et al. (2011) and later called Transient Impulse Response Modeling Method (trimm). We present here a slightly improved version of the original method and, more importantly, we thoroughly analyze the method in terms of bias and variance errors. This analysis leads to guidelines for the choice of the design parameters in trimm. Our theoretical expressions for the bias and variance errors are validated by simulations which, at the same time, highlight the effect of the design parameters on the performance of the method.