LTI Impulse Response Estimation with Point Process Input

  • #1

Main Question or Discussion Point

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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