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Two-sided linear filter identification

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Abstract

It is argued that there are a number of situations in life science where it is desirable to attempt a two-sided linear filter identification. A simple method is presented for the determination of a nonparametric, two-sided linear filter from system input and output data. The time-domain filter is determined from a matrix equation involving the input autocorrelation function and the two-sided cross-correlation function. The resulting filter minimises the sum of squared differences between the actual and predicted outputs.

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Authors and Affiliations

  1. Biomedical Engineering Unit, McGill University, 3655 Drummond Street, H3G 1Y6, Montreal, Quebec, Canada

    I. W. Hunter & R. E. Kearney

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  1. I. W. Hunter
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  2. R. E. Kearney
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Hunter, I.W., Kearney, R.E. Two-sided linear filter identification. Med. Biol. Eng. Comput. 21, 203–209 (1983). https://doi.org/10.1007/BF02441539

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  • DOI: https://doi.org/10.1007/BF02441539

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