Causal and stable FIR-IIR Wiener filters


Tuncer T.

12th IEEE Workshop on Statistical Signal Processing, Missouri, United States Of America, 28 September - 01 October 2003, pp.118-121 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/ssp.2003.1289354
  • City: Missouri
  • Country: United States Of America
  • Page Numbers: pp.118-121

Abstract

IIR Wiener filters are the optimum filters with minimum MSE. In general, these filters are noncausal and their causal counterparts have larger MSE. In this paper, we propose causal and stable FIR-IIR Wiener filters which have the same MSE performance when the FIR part is sufficiently long. FIR-IIR Wiener filter employs the best delay LS inverse filter to model the noncausal part of the IIR Wiener filter. We have compared the MSE performances of IIR causal and noncausal, FIR best delay and FIR-IIR Wiener filters, by using AR(1) and AR(2) processes.