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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...

Comparing matched and Wiener filters

Hi, This is something that's been bugging me for the last couple of days. With the understanding that both are linear, we define the matched filter as the one that maximises the output SNR, and the Wiener filter as the one that minimises the mean square error (MSE). Superficially, these de...

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...

Multi input Weiner Filter

For the standard SISO Wiener filter we minimize the cost J J=E[e^2]=E(d-W'X)^2 where W is a vector of weights and X is a vector of regressers. (d is desired output) Also ' denotes transpose. We do this by diferentiating wrt the weight vector W and arrive at the standard Wiener solution. ...

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...

Re: How to design a matched filter?

On Mar 25, 6:59=A0am, "vimmi" wrote: > To all the members of this community, > iam doing my project on ultrasonic signal processing. > i need to design a matched filter,to remove the white noise from the > received signal(it is the signal received by ultrasonic receiver sensor). > as ia...

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...

wiener deconvolution

Hi every one I am working on Wiener deconvolution. my aim is to deconvolve the refelectivity function. I am using threshold method in inverse filtering for the deconvolution. Hf = H.*(abs(H)> 0)+1/gamma*(abs(H)==0); iHf = 1./Hf; iHf = iHf.*(abs(H)*gamma> 1)+gamma*abs(Hf).*iHf.*(abs(Hf)*...

Inquiry about white noise and wiener deconvolutions

I’m interested in trying a wiener deconvolution for some electro-physiology data that I have recorded, and I’m not sure how to estimate the white noise power for use in that. According to Wikipedia, the proper terms to use are the PSD of both the noise and the true signal in the equation u...

Wiener-Kitchen Theorem

If a sausage is brown then it's cooked if it's black it's f*cked. Hardy ...

Re: adaptive MISO in matlab

> Gotta admit, you guys lost me. > > I gotta ask, what is the MISO filter doing? Is the idea that the > coherent combining is done in this filter? Is it just adapting to > each channel independently? > > Eric Jacobsen > Minister of Algorithms > Abineau Communications > http://www.eric...

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: adaptive MISO in matlab

On Fri, 15 Aug 2008 18:22:04 -0500, "munchkin" wrote: > > > > > I follow that H1 and H2 are the channel responses to the two input > > channels, and for a comm application X1 and X2 would both be recovered > > diversity inputs of the transmitted y (if that holds for what you're > > doi...

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 ...

Wiener filtering using mean-squared method: variance problem

I am trying to implement a low pass Wiener filter using the mean- squared method, to provide elimination of noisy areas, background texture smoothing, and contrast enhancement. The algorithm I'm using is (to produce output image Q from input image P), to evaluate a 3x3 neighbourhood for each pix...

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...