The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 111
Registered: 12/9/05
Filter design | Input+Output are known; how to reconstruct filter?
Posted: Sep 14, 2009 3:45 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.