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A note on the black box problem
Published online by Cambridge University Press: 14 July 2016
Extract
It is well known (Lee 1960), especially to communications and control systems engineers, that the weighting function (unit impulse function) of a linear causal system may be obtained by cross correlating its output with its input. In general a Wiener-Hopf integral equation must be solved for the weighting function; but if the input were “white noise” of unit spectral density then, as shown by Lee (1950), the weighting function would be equal to this cross correlation function for positive values of its argument. Although a perfectly “white” input cannot be obtained in practice, a number of modifications of this technique have been used; Anderson, Buland and Cooper (1959), for example, describe the use of specially selected samples of “discrete-interval binary noise” in a problem in adaptive control.
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