Re: tfestimate vs fft

[Arnaud Miege]

On 24 April 2013 14:18, Henry Gomersall <address@hidden> wrote:

So what does taking the FFT of that data tell you? You're only going to
get something akin to the transfer function if your input signal is full
bandwidth.

Ideally, you want to whack an impulse into the system and see what
happens on the other side. Failing that you can get a pretty good idea
of the PSD (and hence the _amplitude_ of the FFT) using white (or
whitish) noise as the input, though that doesn't tell you much about the
phase.

I don't really know what tfestimate is doing, so I can't comment on its
reliability, though I'd be far more inclined to trust it than your
homebrew estimate, given that presumably it factors in all these issues.

Cheers,

hen

Thanks, unfortunately in practice, I can't inject an impulse or white noise heater input, as it's part of a closed-loop control system. I can however, try to override it, to get a rectangular pulse input into the system, which might provide better frequency content.

tfestimate, from what I can see in the function description, uses the Welch method (pwelch) to estimate the cross-power spectral density of the input x and output y (Pyx) and the PSD Pxx of x. The transfer function is then calculated as Txy = Pyx/Pxx. At least that's what MATLAB's implementation of tfestimate does. I assume Octave is the same.

Arnaud