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Transfer Functions


  • David Stephen Pollock



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.

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  • David Stephen Pollock, 2011. "Transfer Functions," Discussion Papers in Economics 11/15, Department of Economics, University of Leicester.
  • Handle: RePEc:lec:leecon:11/15

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    1. El-Gamal, Mahmoud A. & Grether, David M., 1995. "Are People Bayesian? Uncovering Behavioral Strategies," Working Papers 919, California Institute of Technology, Division of the Humanities and Social Sciences.
    2. Miguel A. Costa-Gomes & Georg Weizsäcker, 2008. "Stated Beliefs and Play in Normal-Form Games," Review of Economic Studies, Oxford University Press, vol. 75(3), pages 729-762.
    3. Costa-Gomes, Miguel & Crawford, Vincent P & Broseta, Bruno, 2001. "Cognition and Behavior in Normal-Form Games: An Experimental Study," Econometrica, Econometric Society, vol. 69(5), pages 1193-1235, September.
    4. Rey-Biel, Pedro, 2009. "Equilibrium play and best response to (stated) beliefs in normal form games," Games and Economic Behavior, Elsevier, vol. 65(2), pages 572-585, March.
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    Impulse response; Frequency response; Spectral density;

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