Reply by Rune Allnor April 7, 20062006-04-07
SlvrDreams skrev:
> 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?
As a bare minimum, you ought to post a short resyme of your general approach, some keywords about the theory you have read up on, and some details about what you do not understand.
> To find the spectral factorization, my understanding is that I take the > roots of the autocorrelation sequence, then select those whose magnitude > fall within the unit circle?
Sounds dodgy to me, but again, why not give a short summary of what makes you think along these lines. There are a few people here that might be of some help, but you need to explain the problem in sufficient detail. Rune
Reply by SlvrDreams April 7, 20062006-04-07
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 those whose magnitude
fall within the unit circle?

Does anyone have any example IIR Wiener Matlab scripts? Thanks