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-rw-r--r--man/impulseest.Rd15
-rw-r--r--man/plot.impulseest.Rd3
-rw-r--r--man/step.Rd7
3 files changed, 21 insertions, 4 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}}
}
diff --git a/man/plot.impulseest.Rd b/man/plot.impulseest.Rd
index b761162..bb273f5 100644
--- a/man/plot.impulseest.Rd
+++ b/man/plot.impulseest.Rd
@@ -12,7 +12,8 @@
\item{sig}{Significance Limits (Default: \code{0.975})}
}
\description{
-Plots the estimated IR Coefficients
+Plots the estimated IR coefficients along with the significance limits
+at each lag.
}
\seealso{
\code{\link{impulseest}},\code{\link{step}}
diff --git a/man/step.Rd b/man/step.Rd
index b67b585..b6aa624 100644
--- a/man/step.Rd
+++ b/man/step.Rd
@@ -12,6 +12,13 @@ step(model)
\description{
Plots the step response of a system, given the IR model
}
+\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)
+}
\seealso{
\code{\link{impulseest}}
}