The performance of minimum mean-square-error estimafion filters for signals in additive noise can deteriorate considerably for deviations of the actual signal and noise power spectral densities (PSD's) from assumed, nominal densities. We consider two classes of PSD's which are useful models for the
Optimum non-linear Wiener filters
โ Scribed by M. Rudko; D.D. Weiner
- Publisher
- Elsevier Science
- Year
- 1979
- Tongue
- English
- Weight
- 613 KB
- Volume
- 308
- Category
- Article
- ISSN
- 0016-0032
No coin nor oath required. For personal study only.
โฆ Synopsis
General conditions are given for the optima&y of non-linear
Wiener filters which minimize the mean-square difference between the desired and actual filter outputs. These conditions, which are a generalization of the Wiener-Hopf equation are applied to the Gaussian case and the kernels of the optimum realizable and unrealizable systems are derived.
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