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Diffstat (limited to 'man/impulseest.Rd')
-rw-r--r-- | man/impulseest.Rd | 15 |
1 files changed, 12 insertions, 3 deletions
diff --git a/man/impulseest.Rd b/man/impulseest.Rd index dd8deb7..30ddf3d 100644 --- a/man/impulseest.Rd +++ b/man/impulseest.Rd @@ -2,7 +2,7 @@ % Please edit documentation in R/nonparam.R \name{impulseest} \alias{impulseest} -\title{Estimate Impulse Response Models} +\title{Estimate Impulse Response Coefficients} \usage{ impulseest(data, M = 30, K = 0, regul = F, lambda = 1) } @@ -21,8 +21,13 @@ used. (Default:\code{FALSE})} \code{regul=TRUE}. (Default:\code{1})} } \description{ -\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 +} +\details{ +The IR Coefficients are estimated using linear least squares. Future +Versions will provide support for multivariate data and regularized +regression } \examples{ uk <- rnorm(1000,1) @@ -31,6 +36,10 @@ data <- idframe(output=data.frame(yk),input=data.frame(uk)) fit <- impulseest(data) plot(fit) } +\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}} } |