System Identification

Correlation Analysis

The correlation analysis procedure described in Estimating Impulse Responses is implemented in the function impulse:

impulse(Data)

This function plots the estimated impulse response. Adding an argument 'sd' as in:

impulse(Data,'sd',3)

it also marks a confidence region corresponding to (in this case) three standard deviations. The result can be stored and replotted:

ir = impulse(Data)
impulse(ir,'sd',3)

An alternative is the command step that plots the step response, calculated from the impulse estimate:

step(Data)

Data Representation and Nonparametric Model Estimation

Spectral Analysis