posted on 2011-04-20, 12:03authored byD.S.G. Pollock
In statistical time-series analysis, signal processing and control engineering, a
transfer function is a mathematical relationship between a numerical input to
a dynamic system and the resulting output. The theory of transfer functions
describes how the input/output relationship is affected by the structure of the
transfer function.
The theory of the transfer functions of linear time-invariant (LTI) systems has
been available for many years. It was developed originally in connection with
electrical and mechanical systems described in continuous time. The basic
theory can be attributed largely to Oliver Heaviside (1850–1925).
With the advent of digital signal processing, the emphasis has shifted to discretetime
representations. These are also appropriate to problems in statistical
time-series analysis, where the data are in the form of sequences of stochastic
values sampled at regular intervals.