sysid (version 1.0.4)

impulseest: Estimate Impulse Response Coefficients

Description

impulseest is used to estimate impulse response coefficients from the data

Usage

impulseest(x, M = 30, K = NULL, regul = F, lambda = 1)

Arguments

x

an object of class idframe

M

Order of the FIR Model (Default:30)

K

Transport delay in the estimated impulse response (Default:NULL)

regul

Parameter indicating whether regularization should be used. (Default:FALSE)

lambda

The value of the regularization parameter. Valid only if regul=TRUE. (Default:1)

Details

The IR Coefficients are estimated using linear least squares. Future Versions will provide support for multivariate data.

References

Arun K. Tangirala (2015), Principles of System Identification: Theory and Practice, CRC Press, Boca Raton. Sections 17.4.11 and 20.2

See Also

step

Examples

uk <- rnorm(1000,1)
yk <- filter (uk,c(0.9,-0.4),method="recursive") + rnorm(1000,1)
data <- idframe(output=data.frame(yk),input=data.frame(uk))
fit <- impulseest(data)
impulseplot(fit)