Lecture 2 Data Pre Processing

Signals, Systems and Inference, Chapter 11: Wiener Filtering

FIGURE 11.2 Opt imal filter f requency esponse, H(ejΩ), input s gnal PSD nal, S yy (e jΩ ), and PSD of white noise, S vv (e jΩ ). this case must have an impulse response that is an even function of time, since its

  Filtering, Wiener, Wiener filtering