What Is Time-Domain Correlation Analysis?

Time-domain correlation analysis refers to non-parametric estimation of the impulse response of dynamic systems as a finite impulse response (FIR) model from the data. The estimated model is stored as transfer function model object (idtf). For information about transfer function models, see What are Transfer Function Models?.

Correlation analysis assumes a linear system and does not require a specific model structure.

Impulse response is the output signal that results when the input is an impulse and has the following definition for a discrete model:

$$\begin{array}{l}u(t)=0t>0\\ u(t)=1t=0\end{array}$$

The response to an input u(t) is equal to the convolution of the impulse response, as follows:

$$y(t)={\displaystyle {\int }_0^{t}h\left(t-z\right)}\cdot u(z)dz$$

Related Examples

• Estimate Impulse-Response Models Using System Identification App
• Estimate Impulse-Response Models at the Command Line

More About

• Data Supported by Correlation Analysis