tfestimate

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Arto
Arto 2012-6-18
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?

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Honglei Chen
Honglei Chen 2012-6-18
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)

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