cwhmisc (version 3.0)

rtf: Rational Transfer Function objects for R

Description

no detqils given.

Usage

rtf(A = 1, B = 1, delay = 0, unit.sg = TRUE, stability.check = TRUE)
rtf.filter(x, rtfobj, init)
rtf.impulse(rtfobj, lag.max, plot.it=TRUE,
                        nzero=2, type="h",
                        xlab="Lag", ylab="Impulse Response",...)
rtf.step(rtfobj, lag.max, plot.it=TRUE,
                     nzero=2, type="h",
                     xlab="Lag", ylab="Step Response", ylim,...)
printrtf(x, digits,...)
plotrtf(x, lag.max,...)

Arguments

A

See details

B

See details

delay

delay

unit.sg

See details

stability.check

See details

x

Filter (print.rtf), or (plot.rtf) rational transfer function object as created by rtf()

rtfobj

rational transfer function object as created by rtf()

init

If initialization is needed 'init' is supplied to the recursive filter (the first)

lag.max

maximum lag

plot.it

if TRUE generate the plot

nzero

number of zeros

type

see plot.default

xlab

label at x-axis

ylab

label at y-axis

ylim

limit in y-direction

digits

for print

...

passed to rtf.impulse and rtf.step

Value

• rtf:
• call
  Image of the call
• stable
  Logical indicating if the transfer-function is stable
• sg
  Stationary gain (only if stable is TRUE)
• n.init
  Number of initial values needed
• A
  A
• B
  B
• delay
  delay

Details

rtf: Creates and checks a rational transfer-function object $y_t = H(q) x_t$, where $H(q) = q^-delay B(q^{-1}) / A(q^{-1})$ If unit.sq is TRUE (default) the coefs. of $B(q^{-1})$ is multiplied with a factor making the stationary gain one. $A(q^{-1}) = 1 - a_1 q^{-1} - ... - a_{na} q^{-na}$ $B(q^{-1}) = b_0 + b_1 q^{-1} + ... + b_{nb} q^{-nb}$ Note that '-' is used in A() and '+' in B(), these are specified as: $A = c(1, a_1, .... , a_{na})$ $b = c(b_0, b_1, .... , b_{nb})$ If stability.check is TRUE (default) the function will stop if any poles of A() is outside the unit circle.

rtf.filter: Filter x using a rational transfer function object (rtfobj) as created by rtf(). If initialization is needed 'init' is supplied to the recursive filter (the first). Note that: * 'init' is multiplied with the stationary gain of the recursive filter before it is applied, i.e. replaced by init/A(1). * First the series is filtered trough $1/A(q^{-1})$, and the initialization is in terms of the output of this filter. Furthermore, 'init' is used to calculate the first value of the filtered series, i.e. 'init' corresponds to times 0, -1, -2, ... * The causal convolution filter cannot return values for time <= length(b)="" -="" 1,="" since="" it="" do="" not="" use="" initialization.="" *="" the="" recursive="" filter="" is="" run="" first="" (an="" no="" missing="" i="" allowed="" in="" x)="" bug="" filter()="" when="" series="" starts="" with="" na="" will="" become="" active.<="" p="">

rtf.impulse: Impulse response of rtfobj (one like the one created by rtf()), i.e. the response on a unit impule corresponding to index 1 of the output.

rtf.step: Step response of rtfobj (one like the one created by rtf()) i.e. the response on a unit step corresponding to index 1 of the output.