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transfer function estimation


From: Rudolf Widmer-Schnidrig
Subject: transfer function estimation
Date: Fri, 19 Oct 2012 16:24:00 +0200
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.6; rv:16.0) Gecko/20121010 Thunderbird/16.0.1

Dear List,

to estimate the transfer function of a liner system I feed a well defined input signal into the system and record the output.

One way which I have followed so far is to FFT both the input and the output, divide output by input and feed the resulting spectrum into invfreqs. This gives me the desired pole-zero representation of my system.

Question: can this be gotten without first FFTing the input and output?
What routines would I call?

I'd be glad to just get a sketch of the necessary steps.

                 sincerely,                 -Ruedi



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