Polynomial approach to Wiener filtering |
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| Authors: | A. P. ROBERTS M. M. NEWMANN |
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| Affiliation: | Department of Engineering Mathematics , Queen's University , Ashby Building, Belfast, BT9 5AH, Northern Ireland |
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| Abstract: | A rigorous derivation is given of the polynomial method for finding Wiener filters in both discrete-time and continuous-time. In each case the method involves one spectral factorization and the solution of one diophantine equation. The theory is applicable in multivariable situations but simple scalar examples are included here to compare the polynomial approach with the basic Wiener method. |
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