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Questions tagged [transfer-function]

Transfer function is a mathematical representation of relationship between input and output (signal) of a linear, time-invariant system.

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Forecasting with ARMA models, from a filter point of view

ARMA models are afaik just filters with transfer function ${MA(z) \over AR(z)} \equiv {FIR(z) \over IIR(z)}$ . However forecasters of stock prices, market trends ... seem to be mainly ...
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I am trying to identify a system based on input/output response and thereby estimate a transfer function. I generated a frequency sweep function in Mathematica which gives me the discrete values of a ...
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Convert low pass continuous time filter design to bandpass, discrete time

I am trying to convert the continuous time transfer function of a second order lowpass Butterworth filter is given by: To a bandpass fourth order bandpass digital filter, I first apply the mapping to ...
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Transfer function of double exponential smoothing?

Double exponential smoothing a.k.a. Holt-Winters smoothing tracks level and trend of a time series in coupled IIRs: $\qquad$ In: $Y_t$, t = 0 1 2 ... $\qquad$ State: $L_t, T_t \quad$ -- level and ...