What Is Time-Domain Correlation Analysis?
Time-domain correlation analysis refers
to non-parametric estimation of the impulse response of dynamic systems
as a finite impulse response (FIR) model from the data. The estimated
model is stored as transfer function model object (
idtf). For information about transfer
function models, see What are Transfer Function Models?.
Correlation analysis assumes a linear system and does not require a specific model structure.
Impulse response is the output signal that results when the input is an impulse and has the following definition for a discrete model:
The response to an input u(t) is equal to the convolution of the impulse response, as follows:
- Estimate Impulse-Response Models Using System Identification App
- Estimate Impulse-Response Models at the Command Line