Multiphasic impulse response for 2D longitudinal motion

Impulse Control of Brownian Motion

On the consideration of motion effects in the computation of impulse response for underwater acoustics inversion.

The estimation of the impulse response (IR) of a propagation channel may be of great interest for a large number of underwater applications: underwater communications, sonar detection and localization, marine mammal monitoring, etc. It quantifies the distortions of the transmitted signal in the underwater channel and enables geoacoustic inversion. The propagating signal is usually subject to ad...

Nonlinear impulse response functions

The standard linear technique of impulse response function analysis is extended to the nonlinear case by de"ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ( 2000 Elsevier Science B.V. All rights reserved. JEL classixcation: C22; C51; C52; E32

Which Impulse Response Function?

This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued that local projection techniques offer a remedy to the bias of the conventional method especially at...

Filter-based regularisation for impulse response modelling

In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is introduced. Instead of relying on a Bayesian framework to include assumptions about the system in the definition of the covariance matrix of the parameters, h...