EE226a - Summary of Lecture 15 Wiener Filter
نویسنده
چکیده
Here are the key ideas and results. • The output of linear time invariant system is the convolution of its impulse response and the input. The system is bounded iff its impulse response is summable. • The transfer function is the Fourier transform of the impulse response. • A system with rational transfer function is causal if the poles are inside the unit circle. It is causally invertible if the zeros are inside the unit circle. • WSS sequences have second order statistics that do not depend on time. • The spectral density is the Fourier transform of the correlation function. • The Wiener filter is [SXY S−1 Y H]+H −1 where K+ indicates the causal part of filter K and H is causal and causally invertible with SY = |H|.
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