System Identification Toolbox    

Impulse Response to Determine Delays

The command impulse applied to a dataset

shows a nonparametric estimate of the impulse response. In the call above, also a confidence region around zero is shown, corresponding to three standard deviations (ca 99.9%). Any part of the impulse response that is outside this region is thus significant. The first sample after t=0, at which the impulse response estimate crosses the confidence band is thus a good estimate of the delay in the channel in question.

Significant impulse response estimates for negative time lags are indications of feedback in the data.


  Comparing Different Structures Checking Pole-Zero Cancellations