LTI Impulse Response Estimation with Point Process Input

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SUMMARY

This discussion focuses on estimating the transfer function of an unknown Linear Time-Invariant (LTI) system using a synthetic point process as input. Key questions include the best methods for estimating the spectrum of the synthetic point process signal, theoretical formulations for point process spectrum, and methodologies for estimating system poles and zeros without direct input-output spectrum calculations. Alexei Nomazov, an Algorithms Researcher, seeks definitive approaches and references to enhance his understanding of these estimation techniques.

PREREQUISITES
  • Understanding of Linear Time-Invariant (LTI) systems
  • Familiarity with point process theory
  • Knowledge of spectral estimation techniques (parametric and non-parametric)
  • Experience with transfer function analysis
NEXT STEPS
  • Research methods for estimating the spectrum of synthetic point process signals
  • Explore theoretical formulations for point process spectrum in LTI systems
  • Investigate techniques for estimating poles and zeros from output measurements
  • Study methodologies for determining the number of zeros and poles based on input-output relationships
USEFUL FOR

Researchers, signal processing engineers, and system analysts focusing on LTI systems and spectral estimation techniques will benefit from this discussion.

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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