System Identification Toolbox

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