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Tamas Bodai
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Parameter estimation for a process with multiplicative noise via regression
Hello All, I have a process featuring a so-called CAM (correlated addtive and multiplicative) noise: . I would like to estimat...
etwa 3 Jahre vor | 0 Antworten | 0
0
AntwortenHAC confidence interval for the response
Maybe the following works. I don't accept this answer because i'm not sure if we can use mdl.DFE. % Define your own data vector...
etwa 3 Jahre vor | 0
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HAC confidence interval for the response
Hello. One can use Matlab's predict to get estimates of the response or dependent variable and its confidence interval for a des...
mehr als 3 Jahre vor | 1 Antwort | 1
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How to denoise a response to step forcing?
The characteristic feature of a signal that is a response to a step forcing is that it changes fast in the beginning and then it...
mehr als 3 Jahre vor | 1 Antwort | 0
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How to remove an autoregressive disturbance of known parameters
I would like to find the time series x_r2s_re that gives pert1_re, which latter is supposed to be a realisation of an AR(1) proc...
mehr als 3 Jahre vor | 1 Antwort | 0
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AntwortHow to recover the response to a step forcing upon system identification using impulseest?
Perhaps the default order of the impulse response model is 70, which is where the plateau suddenly starts. There is no mention o...
mehr als 3 Jahre vor | 0
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How to recover the response to a step forcing upon system identification using impulseest?
I am unable to recover the response to a step forcing. The recreated signal reaches a level lower than the actual one (phi_asym)...
mehr als 3 Jahre vor | 1 Antwort | 0