Transfer function estimation using the Fast Fourier Transform.
Demetry, James S.
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A method is proposed for the estimation of the transfer function of a linear, time-invariant system with no numerator dynamics, from random input and output data. The method employed utilizes the Fast Fourier Transform Algorithm and Least Squares Estimation to obtain the coefficients of the system's transfer function. The procedure has been modeled in FORTRAN IV on an IBM-360 computer. The results of simulation show the feasibility of estimating the order of the transfer function and its coefficients.
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