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System identification...

From: Rudolf Widmer-Schnidrig
Subject: System identification...
Date: Wed, 19 Jan 2011 09:19:11 +0100
User-agent: Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10.6; en-US; rv: Gecko/20101207 Lightning/1.0b2 Thunderbird/3.1.7

Dear List,

I have measured (in the time domain) input and output of a mechanical system (a seismometer) and would like to derive a filter model B(s)/A(S) based on this data.

I see the path via the frequency domain:
[H, F] = pwelch(input,output,.....'trans')
[B, A] = invfreqs(H,F,nA,nB)

Question: is there a way to find A and B without going first into the Fourier domain?

     many cheers           - Ruedi

              Rudolf Widmer-Schnidrig
              Black Forest Observatory (BFO)
              Heubach 206
      D-77709 Wolfach, Germany
              e-mail: address@hidden
              phone:  +49 7836 2151
              fax:  +49 7836 955240
              48d 19' 48.24" North  8d 19' 23.13" East


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