Recommend a tool for deconvolution for strictly positive filter coefficients?
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I have two signals; one signal has the properties of an auto-correlation time series, C ( t ). The other signal has the properties of a cross-correlation time series, called R ( t ).
R ( t ) and C ( t ) are related by convolving C ( t ) with a Probability Density Function P ( t ) to produce R ( t ):
R ( t ) = C ( t ) * P ( t ).
I need to deconvolve C ( t ) to recover P ( t ). Obviously, P ( t ) must be positive and integrate to 1. I would like a MATLAB tool that does that. I could also do a constrained inversion, but I was wondering if something was out there, already?
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