If the System Identification Toolbox is available, begin with the idfrd function if the frequency response data are the only data available, and go from there. If the time domain data are available, start with iddata and proceed as described in the documentation. When the system is identified, use the compare function to see how well the model matches the data.
If the System Identificiation Toolbox is not available and the Signal Processing Toolbox is, use the invfreqz function to estimate the transfer function.
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