User`s guide

3 Linear Model Identification
Identifying Impulse-Response Models
In this section...
“What Is Time -D om a i n Correlation Analysis?” on page 3-14
“Data Supported by Correlation Analysis” on p age 3-15
“How to Estimate Correlation Models Using the GUI” on page 3-15
“How to Estimate Correlation Models at the Command Line” on page 3-16
“How to Compute Response Values” on page 3-18
“How to Identify Delay Using Transient-Response Plots” on page 3-18
“Algorithm for Correlation Analysis” on page 3-20
What Is Time-Domain C orrelation Analysis?
Time-domain correlation analysis is a nonparametric estimate of transient
response of dynamic systems, which computes a finite impulse response (FIR)
model from the data. Correlation analysis assume s a linear system and does
not require a specific model structure.
There are two types of transient r esponse for a dynamic model:
• Impulse response
Impulse response is the output signal that results when the input is an
impulse and has the following definition for a discrete m odel:
ut t
ut t
()
()
=>
==
00
10
• Step response
Step response is the output signal that results from a step input, defined as
follows:
ut t
ut t
()
()
=<
=≥
00
10
3-14