5.8. Find the optimum causal and noncausal IIR Wiener filters for estimating a zero-mean signal s[n] from
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5.8. Find the optimum causal and noncausal IIR Wiener filters for estimating a zero-mean signal s[n] from a noisy real zero-mean signal x[n] = s[n]+ v[n] , where v[n] is a unit variance white noise zero-mean process uncorrelated with s[n] and s[n] is a first-order AR process defined by, s[n] = 0.8s[n −1] + w[n] , w[n] is white noise with variance σ w 2 = 0.36 , rs k
( ) = (0.8)k .
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Principles Of Adaptive Filters And Self-learning Systems
ISBN: 9781852339845,9781846281211
1st Edition
Authors: Anthony Zaknich
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