Question: We need to estimate from the input and the output data, the non - parametric model in terms of frequency response of a system H
We need to estimate from the input and the output data, the nonparametric model in terms of frequency response of a system Hz given by:
Hzzzz
For this purpose, the input is a chosen to be a zeromean white noise process. The Fourier transforms of the input and the output are computed and the frequency response is estimated from a single realization of the random input and the output. The estimate of the nonparametric model expressed in terms of the frequency response: Hf Y f U f
Perform the estimation of the systems parameters times take the same length for the input
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