Finding frequency response of a data set
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I have a basically sinusoidal data set that I need to find the frequency response with. There is also a lot of noise in data so it might need to be filtered. Does anybody have a suggestion on where I should start?
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Rajiv Singh
on 24 Feb 2011
Try System Identification Toolbox.
If you have your input and output data, you can use it to create a parametric model (such as a transfer function) from it using an estimation algorithm such as OE, ARX or N4SID. Then use FREQRESP or BODE on resulting model to obtain the frequency response.
You can also obtain nonparametric estimate of frequency response, that is, skip the parametric model estimation and directly compute the frequency response. You can do this using SPA, SPAFDR, ETFE commands. Note that the quality of results with this method may be poorer than the one obtained by using a parametric model and may also change depending upon the choice of lag and resolution factors.
See http://www.mathworks.com/help/toolbox/ident/ug/bq2fjka.html
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