I was given the empirical values of transfer function as two sets of polynomial coefficients and the output of the system as a time series. After computing FFT of the output signal, I have at my disposal four sets of data: real and imaginary part of Fourier coefficients of the system's output vector and polynomial coefficients (numerator and denominator) of the transfer function as the result of the experiment.
My task is to find analytically the coefficients of the transfer function via least square method and write down explicitly the matrices of this equation. I completely stuck at this problem and wasn't able to find any info on how to solve it. I hope somebody can provide a link or the name of the book, where I can find clear explanation with math and maybe with implementation in code.