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
IIR Wiener Filter in Matlab
Started by ●April 7, 2006
Reply by ●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