Chapter 6. Least Square Error Wiener-Kolmogorov Filters

  1. Saeed V. Vaseghi Professor

Published Online: 18 MAR 2009

DOI: 10.1002/9780470740156.ch6

Advanced Digital Signal Processing and Noise Reduction, Fourth Edition

Advanced Digital Signal Processing and Noise Reduction, Fourth Edition

How to Cite

Vaseghi, S. V. (2008) Least Square Error Wiener-Kolmogorov Filters, in Advanced Digital Signal Processing and Noise Reduction, Fourth Edition, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470740156.ch6

Author Information

  1. Department of Electronics & Computer Engineering, Brunel University, London, UK

Publication History

  1. Published Online: 18 MAR 2009
  2. Published Print: 6 FEB 2008

ISBN Information

Print ISBN: 9780470754061

Online ISBN: 9780470740156

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Keywords:

  • least square error Wiener-Kolmogorov filters;
  • Wiener filter - infinite-duration impulse response (IIR) or finite-duration impulse response (FIR) filter;
  • Wiener filter error signal;
  • mean square error surface for two-tap FIR filter;
  • QR decomposition (QRD) method;
  • Gram–Schmidt orthogonalisation method;
  • Householder method and Givens rotation method;
  • least mean square error signal analysis;
  • multi-channel/multi-sensor signal processing

Summary

This chapter contains sections titled:

  • Least Square Error Estimation: Wiener-Kolmogorov Filter

  • Block-Data Formulation of the Wiener Filter

  • Interpretation of Wiener Filter as Projection in Vector Space

  • Analysis of the Least Mean Square Error Signal

  • Formulation of Wiener Filters in the Frequency Domain

  • Some Applications of Wiener Filters

  • Implementation of Wiener Filters

  • Summary

  • Bibliography