Correlation Model

The Correlation Model dialog is opened by chosing the corresponding item in the pop-up menu Estimate in the ident window.

This function estimates the impulse response of the Working Data set using correlation analysis. The result can be viewed by opening the Transient resp model View.

The calculation is also obtained by pressing the hotkey c in the ident window.

For the calculations, the input is first prewhitened using an AR filter. The order of this filter can chosen as an option in the dialog box.

The algorithm is described in more detail under CRA in the manual.

The number of samples for which the impulse response is estimated is set via the Options submenu, Transient resp.

NOTE 1: For multi-input multi-output data, CRA is automatically applied to all input-output pairs. The influence from other inputs is then neglected, which typically leads to poor results.

NOTE 2: CRA cannot be applied to time series data (no input).

Help topics.

Prewhitening for Correlation Model The prewhitening filter is of the form A(q)u(t)=u_F(t), i.e., the input u(t) (and output y(t)) is subjected to an FIR filter A to produce the filtered signal u_F(t). The order of the prewhitening filter, N, is the order (number of lags) of this filter A. The filter is determined by modeling the input as an AR process of order N. The default value of N is 10.

This default value is also obtained by entering the empty matrix in the edit box.

Help topics.

(file cra.htm)