Impulse response estimation using Wiener-hopf method

Based on known input/output signals, this function estimates the Finite Impulse Respnse of a linear, time invariant system

Based on known input (u) and output (y), the function returns the coefficients of the Impulse Response as well as the Signal to noise ratio (in dB) of original vs reconstructed signals.

Users are encouraged to try various response lengthes and retain the shortest one yielding an acceptable noise-to-signal ratio.

Ref: Karel J. Keesman "System Identification, an Introduction", §4.2