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Unformatted text preview: () = 2 2 + 2 , R . Determine the transfer function of the: (a) optimal Wiener lter H opt ( s ), (b) optimal causal Wiener lter H cau ( s ). Determine the corresponding minimum mean-squared error associated with these lters. 1 Problem # 4.0 Let [ n ] and v [ n ] be two zero mean, independent white noise processes. In this problem we will look at a more general estimation problem where the observa-tions are given by: u [ n ] = X k ==- h [ k ] [ n-k ] + v [ n ] , where h [ n ] represents a distortion operator. The desired signal d [ n ] is of the form: d [ n ] = X k =- p [ n ] [ n-k ] . Determine the optimal Wiener smoother K ( z ) that estimates d [ n ] from the observations u [ n ] in terms of P ( z ) and H ( z ). Determine the corresponding MMSE. 2...
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This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.
- Fall '11