Is there a function in matlab that finds a transmition function of a filter, based on the input and output signals?

I have a non linear filter with unknown transmition function, which i want tio find.The data is input and output signal. Is there a builtin function in matlab for that purpose?

Answer 1

[Wayne King]

You can use tfestimate() in the Signal Processing Toolbox to estimate the transfer function.

In the System Identification Toolbox, there is etfe

Answer 2

[Rajiv Singh]

See various model estimation functions in System Identification Toolbox such as pem, n4sid, oe, tfest, procest, ssest (the latter 3 are new in R2012a) for linear transfer function estimation. For nonlinear estimation, see nlarx, nlhw.

[Xiwang]

Hi,

I am also using N4sid for system identification. It seems that the n4sid function just gave me the estimation of the output. How can I get the transfer function? and use this transfer function (model) to estimate the new output (based on some new measured input, but without corresponding measured output).

Thanks very much.

[Rajiv Singh]

Do tf(m) where m is the identified model. Type m.a, m.b etc to fetch individual model matrices (type get(m) to see all the properties of the model). You can also do [a,b,c,d,k] = idssdata(m), or [num,den] = tfdata(m)