filter function not linear in numerator coeffcients
显示 更早的评论
Why is the built-in "filter" function not linear in the numerator coefficients?
b = [1.000000000000000
0.156960680127524
-0.008820403825717];
a = [1.000000000000000
-1.829126729842689
0.834081514068486];
x = [1; zeros(250,1)];
scale = 0.941;
result1 = filter(scale*b,a,x);
result2 = scale*filter(b,a,x);
result1-result2
My intuition is that it should make no difference whether one scales the impulse b (as in result1) or the response (as in result2). Numerically there is, however, if only tiny.
Background: I am computing the MA coefficients for an ARMA process and want to test different impulses.
Any hints greatly appreciated!
采纳的回答
This difference between the solutions is tiny:
max(abs(result1 - result2))
>> 1.1546e-14
This is an expected effect for computations with numbers stored in floating point format with limited precision. See: Why is 0.3-0.2 not equal 0.1.
Search in the net for "IEE754", which defines the standard method of the type double. You will find many explanations of the expected effects.
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息
Translated by 
