Transfer Functions

David Pollock ()

No 11/15, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Abstract: In statistical time-series analysis, signal processing and control engineering, a transfer function is a mathematical relationship between a numerical input to a dynamic system and the resulting output. The theory of transfer functions describes how the input/output relationship is affected by the structure of the transfer function. The theory of the transfer functions of linear time-invariant (LTI) systems has been available for many years. It was developed originally in connection with electrical and mechanical systems described in continuous time. The basic theory can be attributed largely to Oliver Heaviside (1850–1925) [3] [4]. With the advent of digital signal processing, the emphasis has shifted to discretetime representations. These are also appropriate to problems in statistical time-series analysis, where the data are in the form of sequences of stochastic values sampled at regular intervals.

Keywords: Impulse response; Frequency response; Spectral density (search for similar items in EconPapers)
Date: 2011-01
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp11-15.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:lec:leecon:11/15

Ordering information: This working paper can be ordered from
https://www2.le.ac.u ... -1/discussion-papers

Access Statistics for this paper

More papers in Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester School of Business, University of Leicester, University Road. Leicester. LE1 7RH. UK Provider-Homepage: https://le.ac.uk/school-of-business. Contact information at EDIRC.
Bibliographic data for series maintained by Abbie Sleath ().