impulseestOptions
Options set for impulseest
Syntax
options = impulseestOptions
options = impulseestOptions(Name,Value)
Description
creates
a default options set for options
= impulseestOptionsimpulseest
.
creates an options set with the options specified by one or more options
= impulseestOptions(Name,Value
)Name,Value
pair
arguments.
Input Arguments
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
|
Regularizing kernel, used for regularized estimates of impulse response for all input-output channels. Regularization reduces variance of estimated model coefficients and produces a smoother response by trading variance for bias. For more information, see [1]. Regularization is specified as one of the following values:
Default: |
|
Order of the input prewhitening filter. Must be one of the following:
Use a nonzero value of prewhitening only for unregularized estimation
( Default: |
|
Input signal offset level of time-domain estimation data. Must be one of the following:
Default: |
|
Output signal offset level of time-domain estimation data. Must be one of the following:
Default: |
|
Structure, used during regularized estimation, with the following fields:
|
Output Arguments
|
Option set containing the specified options for |
Examples
Tips
A linear model cannot describe arbitrary input-output offsets. Therefore, before using the data, you must either detrend it or remove the levels using
InputOffset
andOutputOffset
. You can reintroduce the removed data during simulations by using theInputOffset
andOutputOffset
simulation options. For more information, seesimOptions
.Estimating the impulse response by specifying either
InputOffset
,OutputOffset
or both is equivalent to detrending the data usinggetTrend
anddetrend
. For example:opt = impulseestOptions('InputOffset',in_off,'OutputOffset',out_off); impulseest(data,opt);
is the same as:
Tr = getTrend(data), Tr.InputOffset = in_off TR.OutputOffset = out_off dataT = detrend(data,Tr) impulseest(dataT)
References
[1] T. Chen, H. Ohlsson, and L. Ljung. “On the Estimation of Transfer Functions, Regularizations and Gaussian Processes - Revisited”, Automatica, Volume 48, August 2012.