Metadata-Version: 2.1
Name: impulseest
Version: 0.8
Summary: nonparametric impulse response estimation using only input-output data
Home-page: https://github.com/LVF784/impulseest
Author: Luan V. Fiorio
Author-email: vfluan@gmail.com
License: UNKNOWN
Description: # impulseest() is a nonparametric impulse response estimation using only input-output data
        
        As the variance increases linearly with the finite impulse response (FIR) model order, it is important for higher order FIR models to counteract this by regularizing the estimative. In impulseest(), this is done as proposed in T. Chen et al [2012] using the Empirical Bayes method (Carlin and Louis [1996]).
        
        The six arguments in this function are: <br />
            - u [NumPy array]: input signal (size Nx1); <br />
            - y [NumPy array]: output signal (size Nx1); <br />
            - n [int]: number of impulse response estimates (default is n=100); <br />
            - RegularizationKernel [str]: regularization method ('DC','DI','TC','SS', default is 'none'); <br />
            - BaseLine [bool]: if True, a base-line model is used to identify most of the impulse response (default is False). Recommended to use in cases where the impulse response decays very slowly; <br />
            - MinimizationMethod[str]: bound-constrained optimization method use to minimize the cost function ('Powell','TNC', default is 'L-BFGS-B').
        
        The function returns a NumPy array of size nx1 with all the n impulse response estimates.
        
        ## Importing impulseest function
        
        ```
        from impulseest import impulseest
        ```
        
        ### Example of use of impulseest
        
        ```
        ir_est = impulseest(u,y,n=100,RegularizationKernel='DC')
        ```
        
        ## Contributor
        
        Luan Vinícius Fiorio - vfluan@gmail.com
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3
Description-Content-Type: text/markdown
