filter function not linear in numerator coeffcients
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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!
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