Robust Wiener Filtering for Multiple Inputs with Channel Distortion.
MOORE SCHOOL OF ELECTRICAL ENGINEERING PHILADELPHIA PA DEPT OF SYSTEMS ENGINEERING
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Robust Wiener filtering has previously been considered for the single-input scalar case where there is no channel distortion and where the signal to be estimated is the source signal itself. In this correspondence, the authors extend these results to the multiple-input vector case where linear channel distortion is allowed and the signal to be estimated is a linear-filtered version of the source signal. The results ae obtained from those for the single-input case by modifying appropriately the constraints on signal and noise characteristics. Such a modification is motivated by an examination of the expression of the mean-square error for the optimum filter.
- Theoretical Mathematics