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Correlation Models

Impulse-response models obtained using correlation analysis

Time-domain correlation analysis refers to nonparametric estimation of the impulse response of dynamic systems as a finite impulse response (FIR) model from the data. The estimated model is stored as a transfer function object.

Apps

System IdentificationIdentify models of dynamic systems from measured data

Functions

craEstimate impulse response using input/output data prewhitening before correlation analysis
impulseestNonparametric impulse response estimation
impulseestOptionsOptions set for impulseest
eraEstimate state-space model from impulse response data using Eigensystem Realization Algorithm (ERA) (Since R2022b)
getpvecObtain model parameters and associated uncertainty data
setpvecModify values of model parameters

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