MATLAB: Tfestimate

Question

Transfer function can be calculated using tfestimate as follows Txy=tfestimate(x,y) According to books this is Txy = Cxy/Cxx. Now if I compute Cxy and Cxx separately Cxy=cpsd(x,y) Cxx=cpsd(x,x) and compute Txy2= Cxy./Cxx the result is different between Txy and Txy2: imaginary parts have minus sign. Why?

Answer 1

Hi arttu,

According to the documentation, the computation is Cyx/Cxx.

http://www.mathworks.com/help/toolbox/signal/ref/tfestimate.html

Also the following link suggests that it should be Cyx/Cxx

http://www-ee.uta.edu/Online/Devarajan/ee5302/Alt_Classnotes/Module%2027.doc (page 5)