Estimation Of Impulse Response Function Using The Left And Right Parameters

Abstract

Another method of identification of impulse response function in a transfer function is proposed. This method parameterised the transfer function model into a dynamic system model involving right and left model parameters. The right and left parameters of the models are estimated by applying the iterative multiple regression approach on the input and output processes respectively. Results obtained are comparable to those obtained from direct application of the iterative multiple regression on the input process.

Global Journal of Mathematical Sciences Vol. 7 (1) 2008: pp. 21-28