This example shows how to analyze time-series models.
A time-series model has no inputs. However, you can use many response computation commands on such models. The software treats (implicitly) the noise source
e(t) as a measured input. Thus,
step(sys) plots the step response assuming that the step input was applied to the noise channel
To avoid ambiguity in how the software treats a time-series model, you can transform it explicitly into an input-output model using
noise2meas. This command causes the noise input
e(t) to be treated as a measured input and transforms the linear time series model with
Ny outputs into an input-output model with
Ny outputs and
Ny inputs. You can use the resulting model with commands, such as,
iopzmap to study the characteristics of the
H transfer function.
Estimate a time-series model.
load iddata9 sys = ar(z9,4);
Convert the time-series model to an input-output model.
iosys = noise2meas(sys);
Plot the step response of
Plot the poles and zeros of
Calculate and plot the time-series spectrum directly without converting to an input-output model.
The command plots the time-series spectrum amplitude .