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An analysis of the effects of spectral uncertainty on wiener filtering

✍ Scribed by Kenneth S. Vastola; H.Vincent Poor

Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
410 KB
Volume
19
Category
Article
ISSN
0005-1098

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✦ Synopsis

A representative selection of results from an extensive study of the performance of Wiener filtering under spectral uncertainty is presented. For a variety of spectral uncertainty models the Wiener filter is shown to have undesirable sensitivity to even small deviations from those signal and noise spectral densities which were used to design the filter. Performance of a robust filter (designed to have the best possible performance when the uncertainty is worst) is also examined. In most cases the robust filter's insensitivity to spectral uncertainty makes it preferable to the traditional Wiener filter.

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