Wiener Filtering

  • Leonardo Rey Vega
  • Hernan Rey
Part of the SpringerBriefs in Electrical and Computer Engineering book series (BRIEFSELECTRIC)


Before moving to the actual adaptive filtering problem, we need to solve the optimum linear filtering problem (particularly, in the mean-square-error sense). We start by explaining the analogy between linear estimation and linear optimum filtering. We develop the principle of orthogonality, derive the Wiener–Hopf equation (whose solution lead to the optimum Wiener filter) and study the error surface. Finally, we applied the Wiener filter to the problem of linear prediction (forward and backward).


Mean Square Error Linear Prediction Infinite Impulse Response Wiener Filter Finite Impulse Response Filter 
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Copyright information

© The Author(s) 2013

Authors and Affiliations

  1. 1.School of EngineeringUniversity of Buenos AiresBuenos AiresArgentina
  2. 2.Department of EngineeringUniversity of LeicesterLeicesterUK

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