Integrated frequency-time domain tools for system identification

The duality between time and frequency domain methods for linear systems is well known. It plays a crucial role for example in control systems design, and the domains are thought of complementing rather than competing. Quite recently, the full interplay and duality between the two domains have been clear also in system identification applications. In this contribution, this duality is discussed. The emphasis is on how it can be used to create a software environment for linear system identification that is as transparent as possible with respect to the data domains.