tf.svd: Estimate the frequency-domain transfer function

Description Usage Arguments Details Value

Description

Estimates a transfer function between the columns of input x and the response y. **DEPRECIATED**

Usage

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tf.svd(x, y, blockSize = dim(x)[1], overlap = 0, deltat = 1, nw = 4,
  k = 7, nFFT = NULL, freqRange = NULL, freqOffset = NULL,
  standardize = TRUE, prewhiten = TRUE, removePeriodic = TRUE)

Arguments

x

A data.frame whose columns are the time domain input series.

y

A single column data.frame containing the response series.

blockSize

A numeric indicating the block sizes into which the input and response series will be partitioned.

overlap

A numeric between 0 and 1 indicating how much overlap should exist between adjacent blocks.

deltat

A numeric indicating the sample rate.

nw

A numeric indicating the time bandwidth parameter for estimating the Slepian data tapers.

k

A numeric indicating the number of tapers to use - should be approximately floor(2*nw - 1) and no larger than floor(2*nw).

nFFT

A numeric indicating the number of frequency bins to use (i.e. setting the zeropadding amount).

freqRange

NOT CURRENTLY IMPLEMENTED.

freqOffset

NOT CURRENTLY IMPLEMENTED (don't chage this... ).

standardize

Should the inputs and outputs be standardized to have mean = 0 and standard deviation = 1?

Details

Takes the times series inputs and response, divides these series into (optionally) overlapping blocks, tapers each block with Discrete Prolate Spheriodal Sequences (DPSS's or Slepian sequences), Fourier transforms each block, and then estimates the transfer function at each frequency between the Fourier transforms of the inputs and the response.

Different from tf in that an FFT is used and additionally, the standard errors of the coefficient estimates are provided as well as the eigenvalues from the singular value decomposition.

Value

An object of class transfer, consisting of a complex matrix whose columns are the individual transfer function for each input, and several attributes describing the transfer function estimate.


driegert/transfer documentation built on May 15, 2019, 2:11 p.m.