Strange step response In the figure there is represented a step response of a mechanical system. I created a step variation in the excitation of a DC generator. This lead to a step variation in the torque developed by that generator. I measured this torque with a arm connected to the stator and to a load cell.
Is this thing normal? 

I tried to identify the transfer function of this system have as output the plot from the figure and a step change as input. I used IDENT from MATLAB and got a transfer function with 3 zeros and 3 poles with a fit of 85%. I used this transfer function with a sin wave input and computed the phase shift between the input and the output. This shift is very small, 2-3°. Is this thing normal?
I see that my system has a big delay from the step response but with sin wave response the delay is very small.
Is it possible that the procedure for obtaining the transfer function is not correct?
The step response you have is non-minimum phase. That means various things:


There are zeros (or poles, if the system is unstable) outside the unit circle (in discrete time).
The peak of the impulse response is delayed from the origin.


Below is an example showing an "ideal" delayed step, a non-minimum phase filter impulse response and the output.

As you can see, the output exhibits similar characteristics to what you have plotted.