Wrtpulse

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Contents

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

See Also

autocor, crosscor, fir2ss, plspulsm

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