Example: confidence
11 Wiener Filtering
Found 2 free book(s)
A New Approach to Linear Filtering and Prediction Problems
www.cs.unc.eduShinbrot [11], Blum [12], Pugachev [13], Solodovnikov [14]. In all these works, the objective is to obtain the specification of a linear dynamic system (Wiener filter) which accomplishes the prediction, separation, or detection of a random signal.4 ——— 1 This research was supported in part by the U. S. Air Force Office of
THE LEAST-MEAN-SQUARE (LMS) ALGORITHM
scs.etc.tuiasi.ro78 Chapter 3 The Least-Mean-Square (LMS) Algorithm If good estimates of matrix R, denoted by Rˆ(k), and of vector p, denoted by ˆp(k), are available, a steepest-descent-based algorithm can be used to search the Wiener solution of equation (3.1) as