Identification of linear sampled data systems by transform techniques
W. Butcher, Gerald Cook · IEEE Transactions on Automatic Control · 1969
A technique for application of the popular fast Fourier transform (FFT) to the system identification problem is outlined. Smoothing is obtained inherently in the transform and additionally by redundancy in the data. An iterative technique is discussed for the case of nonzero initial conditions and to avoid problems due to the circular nature of convolutions computed by the discrete Fourier transform (DFT).