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