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 non-parametric model in terms of frequency response of a system H(z) given by:
H(z)=z1/(11.7387z1+0.81z2)
For this purpose, the input is a chosen to be a zero-mean 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 non-parametric model expressed in terms of the frequency response: H(f )= Y (f )/U (f )
1) Perform the estimation of the systems parameters 3 times (take the same length for the input).

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