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author | Suraj Yerramilli | 2015-06-06 21:35:53 +0530 |
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committer | Suraj Yerramilli | 2015-06-06 21:35:53 +0530 |
commit | c451f8846250295fcb7611d1042d7880f8db7ac5 (patch) | |
tree | b63fba78efbaf678f6fa625a7f732c8c24b50480 /R/nonparam.R | |
parent | 38a32fcc4fc7b2614d02128f973dc04c045ff346 (diff) | |
download | SysID-R-code-c451f8846250295fcb7611d1042d7880f8db7ac5.tar.gz SysID-R-code-c451f8846250295fcb7611d1042d7880f8db7ac5.tar.bz2 SysID-R-code-c451f8846250295fcb7611d1042d7880f8db7ac5.zip |
Updated documentation for IR models
Diffstat (limited to 'R/nonparam.R')
-rw-r--r-- | R/nonparam.R | 26 |
1 files changed, 22 insertions, 4 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index 1450110..73c76f7 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -1,7 +1,7 @@ -#' Estimate Impulse Response Models +#' Estimate Impulse Response Coefficients #' -#' \code{impulseest} is used to estimate impulse response models in the -#' given data +#' \code{impulseest} is used to estimate impulse response coefficients from +#' the data #' #' @param data an object of class \code{idframe} #' @param M Order of the FIR Model (Default:\code{30}) @@ -12,6 +12,15 @@ #' @param lambda The value of the regularization parameter. Valid only if #' \code{regul=TRUE}. (Default:\code{1}) #' +#' @details +#' The IR Coefficients are estimated using linear least squares. Future +#' Versions will provide support for multivariate data and regularized +#' regression +#' +#' @references +#' Arun K. Tangirala (2015), \emph{Principles of System Identification: +#' Theory and Practice}, CRC Press, Boca Raton. Sections 17.4.11 and 20.2 +#' #' @seealso \code{\link{step}} #' #' @examples @@ -51,7 +60,8 @@ impulseest <- function(data,M=30,K=0,regul=F,lambda=1){ #' Impulse Response Plots #' -#' Plots the estimated IR Coefficients +#' Plots the estimated IR coefficients along with the significance limits +#' at each lag. #' #' @param model an object of class \code{impulseest} #' @param sig Significance Limits (Default: \code{0.975}) @@ -78,6 +88,14 @@ plot.impulseest <- function(model,sig=0.975){ #' @param model an object of class \code{impulseest} #' #' @seealso \code{\link{impulseest}} +#' +#' @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) +#' step(fit) +#' #' @export step <- function(model){ title <- paste("Step Response \n From",model$x,"to",model$y) |