Wrtpulse: Difference between revisions
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===Purpose=== | ===Purpose=== | ||
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===Description=== | ===Description=== | ||
WRTPULSE is used to write time series data with muliple inputs and a single output into a form to obtain finite impulse response (FIR) and ARX models. Inputs | WRTPULSE is used to write time series data with muliple inputs and a single output into a form to obtain finite impulse response (FIR) and ARX models. | ||
====Inputs==== | |||
* '''u''' = a matrix of input vectors | |||
* '''y''' = an output vector to predict with the model | |||
* '''n''' = a row vector with the number of coefficents to use for each input | |||
* '''delay''' = a row vector containing the number of time units of delay for each input | |||
====Outputs==== | |||
* '''newu''' = a matrix of lagged input variables | |||
* '''newy''' = the corresponding output vector | |||
===See Also=== | ===See Also=== | ||
[[autocor]], [[crosscor]], [[fir2ss]], [[plspulsm]] | [[autocor]], [[crosscor]], [[fir2ss]], [[plspulsm]] | ||
Revision as of 11:56, 10 October 2008
Purpose
Creates input and output matrices for finite impulse response (FIR) dynamic model identification and prediction.
Synopsis
- [newu,newy] = wrtpulse(u,y,n,delay)
Description
WRTPULSE is used to write time series data with muliple inputs and a single output into a form to obtain finite impulse response (FIR) and ARX models.
Inputs
- u = a matrix of input vectors
- y = an output vector to predict with the model
- n = a row vector with the number of coefficents to use for each input
- delay = a row vector containing the number of time units of delay for each input
Outputs
- newu = a matrix of lagged input variables
- newy = the corresponding output vector