using DSP function tfest(y,u) Cyu = xcorr(y,u) Cuu = xcorr(u,u) Syu = welch_pgram(Cyu) Suu = welch_pgram(Cuu) return H = TF(Syu.power./Suu.power,Syu.freq) end N = 200000; u = randn(N); y = filt(ones(30),30,u); H = tfest(y,u); loglog(H.f,abs(H.P))