Metadata-Version: 2.1
Name: impulseest
Version: 1.0
Summary: non-parametric impulse response estimation with input-output data
Home-page: https://github.com/LVF784/impulseest
Author: Luan V. Fiorio
Author-email: vfluan@gmail.com
License: UNKNOWN
Description: # impulseest() is a non-parametric impulse response estimation function with input-output data
        
        As the variance increases linearly with the finite impulse response (FIR) model order, it is important for higher order FIR models to counteract this situation by regularizing the estimative. In impulseest(), this is done as proposed in T. Chen et al [2012] using the Empirical Bayes method (Carlin and Louis [1996]).
        
        The six arguments in this function are: <br />
            - u [NumPy array]: input signal (size N x 1); <br />
            - y [NumPy array]: output signal (size N x 1); <br />
            - n [integer]: number of impulse response estimates (default is n = 100); <br />
            - RegularizationKernel [string]: regularization method - 'none', 'DC', 'DI', 'TC' (default is 'none'); <br />
            - MinimizationMethod [string]: bound-constrained optimization method used to minimize the cost function - 'L-BFGS-B', 'Powell', 'TNC' (default is 'L-BFGS-B').
        
        The impulseest function returns a NumPy array of size n x 1 containing all the n impulse response estimates.
        
        ## Importing
        
        ```Python
        from impulseest import impulseest
        ```
        
        ## Example
        
        For a detailed example, please check the example folder in the package's homepage at GitHub. Basic usage:
        
        ```Python
        ir_est = impulseest(u,y,n=100,RegularizationKernel='DC')
        ```
        
        ## Contributor
        
        Luan Vinícius Fiorio - vfluan@gmail.com
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3
Description-Content-Type: text/markdown
