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 appreciated.

tks,
-David

"Dav" <warrend100@hotmail.com> wrote in message
news:1133551676.244873.170450@g14g2000cwa.googlegroups.com...
> 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 appreciated.
>
> tks,
> -David
>

 J.F.Barrett and T.J.Moir, "A unified approach to multivariable discrete
time filtering based on the Wiener theory ",Kybernetika (Prague) ,Vol 23 ,No
3 ,1987 pp 177 - 197

McC

"Optimal Filtering," by Anderson and Moore, used to be good
for Kalman filters but is not for the beginner, and I see they
have a new edition out:


http://www.booksamillion.com/ncom/books?id=3345637552850&isbn=0486439380

A great introductory text - one I've really loved, is the older
version of this, by Robert Grover Brown:

http://www.booksamillion.com/ncom/books?id=3345637552850&isbn=0471128392

--Randy Yates