The Wiener Filter

  • E. W. Kamen
  • J. K. Su
Part of the Advanced Textbooks in Control and Signal Processing book series (C&SP)

Abstract

This chapter introduces the Wiener filter, which is used in many control and signal-processing applications. The Wiener filter is a LTI filter, and it may have different forms, depending upon the constraints imposed on the filter (e.g., finite or infinite impulse response, and causality). For the given constraints, the Wiener filter produces the LMMSE estimate of a signal s(n).

Keywords

Autocorrelation Convolution Extractor 

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Copyright information

© Springer-Verlag London 1999

Authors and Affiliations

  • E. W. Kamen
    • 1
  • J. K. Su
    • 2
  1. 1.School of Electrical and Computer EngineeringGeorgia Institute of TechnologyAtlantaUSA
  2. 2.Telecommunications LaboratoryUniversity of Erlangen-NurnbergErlangenGermany

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