Measuring effects of sensory stimuli on haemodynamics could provide information about the interplay between central and autonomous nervous system (ANS). However, ANS response to sensory stimulus has received little attention. In this paper we present a signal processing scheme to extract the responses of heart rate and systemic arterial pressure on auditory stimulus in intensive care patients (N=5). In short, the effect of mechanical ventilation is rejected by optimal linear modelling. Other disturbances are attenuated by filtering and efficient rejection of outlying sweeps of data. The results show identifiable responses on three out of five cases. The response characteristics may be explained by synchronisation of spontaneous variability in systemic arterial pressure to auditory stimulus.