Robust Wiener filtering
Problem definition. Wiener filtering consists of the linear processing of the additive mixture of casual stationary signal and interference. The signal with the least possible r.-m.-s. error must be recovered in processing. In a more general case, it is necessary to estimate not only the signal itself, but also some of its linear functional transform, characterized by the ideal conversing operator H id . The diagram of filtering error formation is shown in Fig. 4.1.
KeywordsSpectral Density Boundary Function Band Model Frequency Axis Optimal Filter
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