The primary aim of this study is to model and identify vibrations in mechanical systems subject to arbitrary external excitations. We propose a method based on infinite impulse response digital filter technology—termed time-frequency analysis—to analyze transient and steady-state vibrations. First, we introduce the time-frequency analysis procedure and the algorithm that implements it. Second, we analyze typical discrete signal inputs, such as impulse, sinusoidal and swept sine signals, and present time-frequency characteristics for transient and steady-state signals. Third, we apply our analysis method to the mechanical vibration behavior of a single-degree-of-freedom system subjected to various types of external excitations. The results of our analysis for steady-state vibration are verified as being equivalent to those from a Fast Fourier Transform (FFT) analysis. Moreover, the proposed analysis has the advantage over FFT analysis that we can also use it to analyze transient vibration phenomena.