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Topic: Filter design | Input+Output are known; how to reconstruct filter?
Replies: 1   Last Post: Sep 14, 2009 4:57 AM

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ben

Posts: 111
Registered: 12/9/05
Filter design | Input+Output are known; how to reconstruct filter?
Posted: Sep 14, 2009 3:45 AM
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Dear all,

I am analyzing experimental time series ;
I have input and output time series from a (blackbox) dynamical
system, say X and Y.
Time series Y should be fully determined by the history of X and I
assume a linear relationship

Y(t) = integral (0<tau<infinity) X(t-tau) Chi(tau) dtau

Here Chi(tau) is the (unknown) linear response function of my
dynamical system.

My question is:
- What are good algorithms for determining Chi?
- Where do I find literature? What are relevant key words?


Thanks for your help
Benjamin




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