Graduate LTI Impulse Response Estimation with Point Process Input

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The discussion focuses on estimating the transfer function of an unknown LTI system using output measurements and a synthetic point process input. Key questions include the best methods for estimating the spectrum of the synthetic signal, the theoretical formulation for point process spectrum, and approaches to determine system poles and zeros without direct spectrum calculations. The participant seeks guidance on whether methodologies exist for estimating the number of zeros and poles based on the given input and output. The conversation highlights the availability of numerous studies on LTI system power spectral density for further research.
Alexei_Nomazov
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Hello,

I am trying to estimate transfer function of unknown LTI system, given output and assumed input as point process.

I have measurement of output, while input, which is assumed to be point process, could be created synthetically using known times and amplitudes.

My questions:
1. What is the best approach to estimate spectrum of synthetic point process signal (a-parametric/parametric/AR...)?
2. Is there theoretical formulation for point process spectrum, which could be used to create numerical instance for my transfer estimation purpose.
3. Is there a way to estimate zero/poles of system given only output measurement and assumptions on input, without calculation of input and output signals spectrums?
4. Is there methodology to estimate number of zeros/poles based on given input and output?

Thanks,
Alexei Nomazov,
Algorithms Researcher.
 
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