Let's say we have the response of a discrete system to a unit step, the measured data is available as a vector in Maple. As example: seq(evalf(exp(-n/5)*sin(n)),n=0..20);
How can I find the coefficients of the transfer function G(z)=(a1*z+a2)/(b1*z^2+b2*z+b3)?
Here is a paper that describes on page 27ff how to do this with regression.
Maybe there is a better way.