Reply by julius March 27, 20072007-03-27
On Mar 27, 7:15 am, cincy...@gmail.com wrote:

> If the signals are second-order stationary (and they should be for the > Wiener filter, since it is not adaptive), then adding a delay doesn't > really make sense. The system of equations that define the Wiener > filter tap weights only contain statistical values (the > autocorrelation matrix of the input signal and the cross-correlation > vector between the input signal vector and the desired response); for > any system that you would apply a Wiener filter to, these should be > shift-invariant. Therefore, adding a delay in the Wiener case wouldn't > have any effect on the statistical characterizations of the system, > resulting in the same tap-weight vector. > > However, the LMS filter uses the desired response sequence as one of > its inputs, so the delay is important. You need to delay the desired > response by roughly the same amount as the LMS filter delays the > input, plus any other systems that might be cascaded (for instance, > for a zero-forcing equalizer, you need to account for any delay > imposed by the channel). If you don't delay the desired signal, then > you'll essentially get garbage out. > > Jason
Jason, you are right. I was thinking more in terms of "synchronizing" the known system input signal and the measured, desired signal. The synchronization is typically done using correlation with a known sequence, but the peak of the correlation is not necessarily the first tap of the channel impulse response. So I was thinking more in terms of Wiener filtering if there is no perfect synchronization between the transmitter and the receiver. Julius
Reply by March 27, 20072007-03-27
On Mar 26, 10:59 am, "julius" <juli...@gmail.com> wrote:
> On Mar 26, 9:05 am, "Richard_K" <ngy...@hotmail.com> wrote: > > > 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. > > In most cases, yes. By how much, that is not clear. > > Most of the things you know about the LMS is the same > for the Wiener filter. Both minimize the square-error, > or some estimate of it. LMS does it iteratively, and > Wiener does it in one-step, after obtaining an estimate > of the second-order statistics (correlations) that are > relevant. > > Hope that helps. > Julius
If the signals are second-order stationary (and they should be for the Wiener filter, since it is not adaptive), then adding a delay doesn't really make sense. The system of equations that define the Wiener filter tap weights only contain statistical values (the autocorrelation matrix of the input signal and the cross-correlation vector between the input signal vector and the desired response); for any system that you would apply a Wiener filter to, these should be shift-invariant. Therefore, adding a delay in the Wiener case wouldn't have any effect on the statistical characterizations of the system, resulting in the same tap-weight vector. However, the LMS filter uses the desired response sequence as one of its inputs, so the delay is important. You need to delay the desired response by roughly the same amount as the LMS filter delays the input, plus any other systems that might be cascaded (for instance, for a zero-forcing equalizer, you need to account for any delay imposed by the channel). If you don't delay the desired signal, then you'll essentially get garbage out. Jason
Reply by March 26, 20072007-03-26
On Mar 27, 2:05 am, "Richard_K" <ngy...@hotmail.com> wrote:
> 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.
When you add delay you turn a filter into a smoother so it normally improves things. H.S-
Reply by julius March 26, 20072007-03-26
On Mar 26, 9:05 am, "Richard_K" <ngy...@hotmail.com> wrote:
> 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.
In most cases, yes. By how much, that is not clear. Most of the things you know about the LMS is the same for the Wiener filter. Both minimize the square-error, or some estimate of it. LMS does it iteratively, and Wiener does it in one-step, after obtaining an estimate of the second-order statistics (correlations) that are relevant. Hope that helps. Julius
Reply by Richard_K March 26, 20072007-03-26
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.