Filter design | Input+Output are known; how to reconstruct filter?

Filter design | Input+Output are known; how to reconstruct filter?

Post by ben » Tue, 15 Sep 2009 16:45:54


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
 
 
 

Filter design | Input+Output are known; how to reconstruct filter?

Post by Rune Allno » Tue, 15 Sep 2009 17:57:03


System identification.

Rune