Wiener filtering 6.011, Spring 2018 Lec 20 1 Unconstrained Wiener - - PowerPoint PPT Presentation

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Wiener filtering 6.011, Spring 2018 Lec 20 1 Unconstrained Wiener - - PowerPoint PPT Presentation

Aug 09, 2023 125 likes •194 views

Wiener filtering 6.011, Spring 2018 Lec 20 1 Unconstrained Wiener filter structure - m x m y y [ n ] x [ n ] + + h [] 2 Unconstrained Wiener filter solution - m x m y D yx ( e j ) H ( e j ) = x [ n ] y [ n ] + + D xx ( e j ) 3

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Wiener filtering

6.011, Spring 2018 Lec 20

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Unconstrained Wiener filter structure

  • mx

my + + x[n] h[·] y[n]

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Unconstrained Wiener filter solution

  • mx

my y[n] H(ejÆ) = Dyx(ejÆ) Dxx(ejÆ) + + x[n]

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Compared with static LMMSE estimator

  • mx

my x[n] y[n] H(ejÆ) = Dyx(ejÆ) Dxx(ejÆ) + +

  • mX

mY X cXY (CXX)-1

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Y + +

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MIT OpenCourseWare https://ocw.mit.edu

6.011 Signals, Systems and Inference

Spring 2018 For information about citing these materials or our Terms of Use, visit: https://ocw.mit.edu/terms.

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