Response properties of sensory neurons are commonly described using receptive fields. This description may be formalized in a model that operates with a small set of linear filters whose outputs are nonlinearly combined to determine the instantaneous firing rate. Spike-triggered average and covariance analyses can be used to estimate the filters and nonlinear combination rule from extracellular experimental data. We describe this methodology, demonstrating it with simulated model neuron examples that emphasize practical issues that arise in experimental situations.