An identification problem for a coupled dynamical system is addressed. More specifically, the system, known from measurements of a scalar quantity, is governed by a set of Langevin equations coupled to a deterministic forcing
evolving in a much slower fashion. A statistical method is presented which identifies the deterministic forcing without assuming any parameterization for both sub-systems. This procedure, which is based on a proper orthogonal decomposition applied on probability density functions, works when measurement sampling times remain much smaller than the characteristic time of the forcing. Several test cases are performed
