impulseest: Estimate Impulse Response Coefficients
In sysid: System Identification in R

Description Usage Arguments Details References See Also Examples

impulseest is used to estimate impulse response coefficients from the data

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

`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`)

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

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

step

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)