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Ljung, "System Identification: Theory for the User", suggests:


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But how can you determine the coefficients bk and the values of u(n) which are not equal to zero? I don't think you can. What you describe is an IIR filter with the transfer function $$H(z) = \frac{b_0 + b_1z^{-1}+ b_2z^{-2}+ ...+ b_{m_0}z^{-m_0}}{a_0 + a_1z^{-1} + a_2z^{-2}+ ...+ a_{n_0}z^{-n_0}} = \frac{H_Z(z)}{H_P(z)} $$ Where $H_Z(z)$ is the transfer ...


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