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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


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(ttau) 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



