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 The damped horizontal oscillations of a circular cylinder in linearly stratified fluid are studied experimentally. The cylinder is fixed to the lower end of a physical pendulum with variable restoring moment. The impulse response function of the pendulum in time domain is recorded and converted to the frequency response function using Fourier transform. The density stratification is shown to have a strong effect on frequency-dependent hydrodynamic coefficients (added mass and damping). The data obtained are compared with available theoretical predictions. The applicability of a simplicistic method implying approximation of impulse response functions by analytical functions is discussed.