Impulse and Frequency Response Functions

Course subject(s) 03. Impulse and Frequency Response Functions

This lecture will first discuss the estimation of an Impulse Response Function (IRF) and a Frequency Responce Function (FRF), then improving the estimation of spectral densities by using the “Welch” method and frequency averaging will be explained. Other topics are open-loop versus closed-loop situations and coherency.


Book: Westwick & Kearney

  • Chapter 5: sections 5.1 – 5.3
Creative Commons License
System Identification and Parameter Estimation by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at
Back to top