Impedance calculation from experimental data

I have some experimental data (V and I) that I want to use to calculate the impedance Z using matlab. So far I've calculated the Fourier transform for both voltage and current and to calculate the impedance I want to determine the ratio between the two of them. This however gives a vector for each frequency and in order to obtain the Nyquist plot I need to use only one of the values of the vector. Yet I don't know which of the values I have to choose.

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I do not understand what your data are. Do you have a vector or matrix?
Ideally, you would either have the voltage and current measured at each frequency, or the impulse response of which you took the fft. Impedance Z(jω) is by definition a complex quantity, so you would simply calculate Z=V./I to get the complex impedance.

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We have tested our circuit at different frequencies; now we have for each frequency a vector of voltage data and a vector of current data, so I actually have a matrix for V where each column corresponds to a different frequency. Same thing for the current. If I plot them I have two waves with a phase shift. Now what we would like to do is a Nyquist plot. Since we have more than one value of Z for each frequency we don't know which one we should choose for the plot.
Without knowing more about your experimental set-up, I would just take the means of the complex voltage and current data at each frequency. That would work to begin with. If it produces acceptable results, go with it. If not, experiment (for example a different plot for each run, then compare them). To do the mean, the frequencies have to be exactly the same (or as close as your instrumentation allows).
Hi! Have you solved your problem? I've exactly the same problem. An Input current data with a voltage response from a modeling circuit. I(t) --> H(s) --> V(t). The teorical solution is applying the FFT to each temporal sine wave and you will obtain I(w) and V(w). Then the ratio V(w)/I(w) it is supposed to be the impedance Z(jw) but I can't reach this point.

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