Impulse-response estimation

The functions impulseest(h,y,u,order) and impulseestplot performs impulse-response estimation by fitting a high-order FIR model.

Example

T = 200
h = 1
t = h:h:T
sim(sys,u) = lsim(sys, u, t)[1][:]
sys = c2d(tf(1,[1,2*0.1,0.1]),h)

u  = randn(length(t))
y  = sim(sys, u)
d  = iddata(y,u,h)

impulseestplot(d,50, lab="Estimate")
plot!(impulse(sys,50), lab="True system")

window

See the example notebooks for more details.

ControlSystemIdentification.impulseest — Function

ir, t, Σ = impulseest(d::AbstractIdData, n; λ=0, estimator=ls)

Estimates the system impulse response by fitting an n:th order FIR model. Returns impulse-response estimate, time vector and covariance matrix. See also impulseestplot

source

Missing docstring.

Missing docstring for ControlSystemIdentification.impulseestplot. Check Documenter's build log for details.