Wiener Filters
Behrouz Farhang-Boroujeny · 2013
This chapter discusses a class of optimum linear filters known as Wiener filters. The concept of Wiener filters is essential as well as helpful to understand and appreciate adaptive filters. The chapter describes the theory of causal transversal Wiener filters for the case of discrete-time real-valued signals. Next, it discusses normalized performance function, and the principle of orthogonality, which is an elegant result of the Wiener filtering that is frequently used for simple derivations of results which otherwise would seem far more difficult to derive. This is then extended to the case of complex-valued signals. The discussion follows with a study of unconstrained Wiener filters. The term unconstrained signifies that the filter impulse response is allowed to be noncausal and infinite in duration. The study of unconstrained Wiener filters is very instructive as it reveals many important aspects of Wiener filters. Controlled Vocabulary Terms adaptive filters; Wiener filters