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Why Wiener?

Linear estimation theory is normally credited to Wiener around 1949 though he did have a classified report in the war years. Also, Kolmogorov published the discrete-time version.... Andrei N. Kolmogorov. Interpolation and extrapolation of stationary random sequences (in Russian). Izvestiya AN SS...

Source code for Wiener Filter

I need to do a quick test on standard Wiener Filter for speech enhancement, to see how is the result of noise reduction, some paper say it may contain music tones. I probaly will do some modification it base on it. The structure of Wiener Filter is simply as s(n) -> FFT -> Wiene...

IIR Wiener Filter in Matlab

I am attempting to code an IIR wiener filter for system identification in Matlab, but I am currently having some difficulty with the theory... Can someone please clarify? To find the spectral factorization, my understanding is that I take the roots of the autocorrelation sequence, then select tho...

Re: Nonlinear system

A Volterra series. Wiener first worked this out in the 1930s called the Wiener Expansion and J.F.Barrett did the work independantly. It is a sort of series of convolution integrals. ...

Symmetric Wiener Filter

Hi all, I have an exercise, and i should compute the wiener-hopf equations for a symmetric zero phase wiener filter. I have started from the fact that the symmetry and the zero phase imply h[n]=h[-n] for the coefficients of the filter and I compute the following equation sum{h(l)[Rx(k-l)+Rx(l-k...

Wiener solution for equalization

In order to find the Wiener solution for equalization purpose, do I need to provide delay to the desired signal as in the case of LMS algorithm? Will the result of the Wiener solution become better if I provide some delay to the desired signal? Thanks. ...

Good Wiener filter implementation in C/C++?

I've been looking for a modern, efficient Wiener filter implementation written in C or C++, and I can't find anything very recent (or one that actually works). I'd like one implemented on top of fftw if possible. Anyone got any pointers to one? ...

Multichannel (MISO) Wiener filter design

Problem: Design one wiener filter that best matches a time snapshot of data taken from multiple channels of equal interest, that is, the domain of the signal is 2D, specifically with # of time samples > > # channels. Think of a window in a grey scale 2D image. The Easter bunny tells me on...

Need Good Resource On Wiener Filter

Hi, Does anyone have a suggestion for a book(text book preferably) that contains some good examples on auto-regressive signals? I'm interested in understanding how to derive the non-causal and causal solutions of 1st order Wiener Filters. A point in the right direction would be greatly apprec...

Wiener Filter Implementation Question.

Hello all, I have implemented a WIENER FILTER in the Spectral Domain for noise reduction purposes in Matlab (for speech signals). Question: Can the Wiener Filter factors in frequency domain have values above 1 or below -1? For power spectrum densities i simply used absolute values of the ...

Re: Difference between maximum ratio combing and adaptive beamforming

philgo said the following on 20/04/2007 19:23: > Let me try to rephrase the question. > > In traditional beam-forming, we are always talking about angles, angle of > arrival, angle of departure, beam pattern pointing to a certain angle, > etc. > However, when we talk about the MRC, the ...

Reducing channel support size using a Wiener Filter

Greetings everyone, I have a channel with impulse response h, with size h_r x h_c and for computational reasons I will need to reduce the support size, i.e. "compress" the signal and represent an equivalent channel of smaller support. I tried an approach using the Weiner Filter, where I use it...

Basic Question about the PSD

Hi I am plotting the PSD using Wiener-Khintchin theorem (1). I recall from my signal processing course the the fourier transform is periodic with peroiod of 2 pi. Should the PSD be periodic since the wiener-khintchin theroem is essentialy a fourier transform? What should the perido be in gene...

Wiener adaptive filtering and windowing: discontinui

Hi all, I wrote a simple adaptive wiener filter in matlab to remove noise from an audio file. The routine computes correlation matrixes on a rectangular window of 256 samples but I have difficulties when rebuilding the whole file: on every edge of the filtered windows I have a discontinuities...

Wiener filters for transient deconvolution

Hi folks. I'm sitting here with some data recorded by a sonar. The sonar is directed vertically, insonifying a layered sea floor. My job is to try to estimate the reflection series for this sea floor. I have both a nominal source wavelet (i.e. the analytical expression for the emitted pul...

LPC Question

In LPC we estimate a 10th order all pole model of quasi-stationary speech. The predicted speech is then y(k)=-a1y(k-1)-a2y(k-2)....-a10y(k-n) Is the 'gain' estimated at all ie the variance of the driving noise of the AR model? Also is this really a predictor? It is not a Wiener predictor ...

Re: alpha ,beta ,gamma,upper diagonal filters

Dr Tam wrote: > "One Usenet Poster" wrote in message > news:11qg7d02bkn6h16@corp.supernews.com... > > > Stan Pawlukiewicz wrote: > > > > > For a 3 state filter? Isn't that a bit of overkill for a fixed gain > > > filter where you don't need to calculate a state covariance? > > > >...

Re: deconvolution in time?

Julian Stoev wrote: > Hello! > I have a output signal y(k) and a plant P(z). The signal y(k) contains > some noise and I know the PSD of the noise. But lets assume that for now > that the noise is qhite and the system looks like this: > > Y(z)=U(z)P(z)+E(z) > > u(k) ...

OFDM Channel Estimation Wiener Filtering

Hi all, I am rather new to this and would appreciate if someone would kindly enlighten me on this: My pilots symbols are inserted into a set of subcarriers (comb type). I've seen the MMSE estimate of the FFT of the channel coefficients given as: H_mmse = R_HHls(R_HlsHls + sigma^2(XX^h)^-1)^...

Wiener Hopf Equalizer delay

CONTEXT:********************** Transmit x(n) receive y(n). Wiener-Hopf (MMSE) FIR Equalizer is... w = inv(Ryy)rxy where Ryy is the received signal autocorrelation and rxy is the channel input-output crosscorrelation: rxy(k) = E(x(n-D)y(n+k)). The D is a delay parameter chosen to make sure the...

estimating maximum performance of a filter, adaptive filtering, Wiener filtering

Hi everyone, currently I try to understand adaptive filtering a little deeper, and on this way stumbled over a problem. Surely someone could comment my thoughts, wheather I'm right or wrong...and provide some advice which way to think further? Imagine some filtering problem where you have a...

Re: how to pass a random process through a non-linear system?

"kiki" wrote in message news:cqlmms$epv$1@news.Stanford.EDU... > Hi all, > > I understood how to pass a stationary random process through a LTI syste... > the autocorrelation of the output has a beautiful relation with the input's > autocorrelations, and so does the power spectrum ...

Wiener filter with smoothed estimation of Noise

Hello all, I implemented a blockwise Wiener Filter with Matlab like this: H = a_priori_SNR./(a_priori_SNR+1) a_priori_SNR = S./N; S = magnitude of fft of clean signal s; S= abs(fft(s)), of current block N = magnitude of fft of noise n; N= abs(fft(n)), of current block Y = magnitude o...

Hopf or Hoff?

I just noticed that [widrow] refers to the "Wiener-Hopf" equation, yet in that same chapter's bibliography a reference is cited with M.E.Hoff, Jr. as an author. The Wikipedia page on Widrow also uses "Hoff": http://en.wikipedia.org/wiki/Bernard_Widrow Is this the same guy? These are just...

Re: OT: Harmonics

Rune Allnor wrote: > > In 20 years a student can just as well skip university and spend > the $$ on a matlab lisence + documentation instead. I think, Norbert Wiener said something like that: "The machine is only the amplifier. It can't be the substitute for the brain" V...

Re: Affine Projection Algorithm

On Mar 10, 12:00 am, "Manolis C. Tsakiris" wrote: > > =2E..so APA exploits the information contributed by each new sample > > better, but requires more computations between samples? > > > Rune > > ******************************************** > Hi Rune, > > Exactly. This can be ...

Doubt on wiener filter implementation.

Hi, I am currently working on a speech enhancement project. I am implementing a noise cancellation system using Wiener filter. > From what I read in the text books and from the net , I got the transfer function for the filter as h(f) = {psd(noisySignal) - psd(noiseSignal) } ...

Re: What are Kalman filters for ?

"OZ" wrote in message news:42db9fe3.4338312@news.btx.dtag.de... > Hi, > can anybody explain what Kalman filters are for ? > > Where can I use them ? > What is the benefit of a Kalman filter ? > Are there any disadvantages ? > > Thanks in advance > Oliver > Its an extension...

Re: reconstruct a signal from its samples in the presence of noise

On Apr 19, 9:30 pm, zqchen wrote: > A bandlimited signal may be reconstructed from its samples with an > ideal low-pass filter. But is this ideal low-pass filter still the > optimal filter if there is noise. If not how to find out the optimal > filter? thanks! If you have more specif...

Re: Matched Filters in Digital Communication Systems

Thank you Ravi, Fred, and Tim. Is the matched filter, then, the Wiener filter when the noise is white? --Randy ...

Re: Matched Filter Design

albert.vitko@etest.com (Al) wrote in message news: ... > I have an analog waveform defined in the time domain that I need to > detect and measure. I would like to design a matched filter to > optimize the signal to noise ratio of the detected waveform. > > Although the waveform is a puls...

Re: Forward Linear Prediction

"perecillo" wrote in message news:0Zednf8axY8ZB73anZ2dnUVZ_gmdnZ2d@giganews.com... > Is it possible to use the Wiener filter theory to predict a signal with > no > zero mean? > Thanks No. Not as I understand it at least. See Kalman filter perhaps.... Fred ...

Re: Basics of Spectral Density and Autocorrelation Function

"lebann" wrote in message news:P5-dnVVQdq_MpHXfRVn-1A@giganews.com... > > (2) How does the autocorrelation and PSD relate? Via the Wiener-Kinchen Theorem... the Fourier TF of Auotorrelation is PSD. Shytot ...

DSP: basic signal detection in Matlab (help!) :)

Hi, I'm trying to write my first signal detection algorithm in Matlab... but it's been several years since I've done any DSP... so it's slow going. if anyone has a little free-time, can you look at this and see if you can spot what I'm doing wrong? the data files can be acquired here: http:/...

Re: Band limited function zero crossings, how many?

Matt Timmermans wrote: > "Robert E. Beaudoin" wrote in message > news:42c6a$40369899$44a72252$11987@msgid.meganewsservers.com... > [snip] > > I wonder just which functions on [-1, 1] have extensions in L^2(R) > > whose Fourier transforms are zero outside [-W, W] (for a given W). > > I ...

who understands signal detection?

I'm trying to write my first signal detection algorithm in Matlab... but it's been several years since I've done any DSP... so it's slow going. if anyone has a little free-time, can you look at these M-files and see if you can spot what I'm doing wrong? the data files can be acquired here: h...

LMS vs Wiener

Hello. I have a toy situation in which, known the desired signal d(n), d(n) = sin(100*pi*n+pi/3); and a noisy signal, with white noise v(n) with known variance and mean x(n) = d(n) + v(n); the goal is define an optimal Wiener filter of 101 coefficients. (I call it "toy situation" be...

LMS vs Wiener

Hello. I have a toy situation in which, known the desired signal d(n), d(n) = sin(100*pi*n+pi/3); and a noisy signal, with white noise v(n) with known variance and mean x(n) = d(n) + v(n); the goal is define an optimal Wiener filter of 101 coefficients. (I call it "toy situation" be...

Re: Amusing Stories

dawilsster@googlemail.com wrote: > Hello all, > > So, I've not been DSP for a few years now but as luck would have it > ..... the circle is complete, which got me thinking about visionaries > adventures. Can someone tell me who tought their selves Hungarian in a > couple of days before ...

Re: Noise characterization of wavelet coefficients

"g" wrote in message news: ... > Hi, > > I hope this question about wavelets is not too far off topic in this > forum... > > I have some image data with noise for which the noise statistics (mean, > variance) are known : > > noisy image = true image + noise in image domain ...