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% Generated by roxygen2 (4.1.1): do not edit by hand
% Please edit documentation in R/nonparam.R
\name{impulseest}
\alias{impulseest}
\title{Estimate Impulse Response Coefficients}
\usage{
impulseest(data, M = 30, K = 0, regul = F, lambda = 1)
}
\arguments{
\item{data}{an object of class \code{idframe}}
\item{M}{Order of the FIR Model (Default:\code{30})}
\item{K}{Transport delay in the estimated impulse response
(Default:\code{0})}
\item{regul}{Parameter indicating whether regularization should be
used. (Default:\code{FALSE})}
\item{lambda}{The value of the regularization parameter. Valid only if
\code{regul=TRUE}. (Default:\code{1})}
}
\description{
\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.
}
\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)
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}}
}
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