The Wiener Filter
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).
KeywordsAutocorrelation Convolution Extractor
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