Impulse and Frequency Response Functions

Course subject(s) 03. Impulse and Frequency Response Functions

This lecture will first discuss the estimation of an Impulse Response Function (IRF) and a Frequency Responce Function (FRF), then improving the estimation of spectral densities by using the “Welch” method and frequency averaging will be explained. Other topics are open-loop versus closed-loop situations and coherency.

Impulse and frequency response functions

OCW-iframe

Basic identification with cross-covariance
Impulse Response Functions (IRF)
Estimation of Frequency Response Functions (FRF)
Improving the estimate of spectral densities
Coherence and coherency
Summary: effect of Welch method on frequency averaging
Open-loop vs. closed-loop: causality!

Readings

Book: Westwick & Kearney

Chapter 5: sections 5.1 – 5.3

Files

Lecture 3 - Impulse_and_frequency_response_functions

Lecture3_examples.zip

System Identification and Parameter Estimation by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/system-identification-and-parameter-estimation/.