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一种因果维纳滤波器的推导方法 被引量:3

A Derivation of Causal Wiener Filter
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摘要 维纳滤波是一种以最小均方误差为最优准则的线性滤波器。它利用了平稳随机过程的相关特性和频谱特性对混有噪声的信号进行滤波。它是目前基本的滤波方法之一,也是当今"现代数字信号处理"课程的经典内容之一。为了加深对这一内容的理解,利用了单边Z变换的性质,提出一种基于单边Z变换的因果维纳滤波器的推导方法,旨在对维纳滤波器的进一步研究提供了一种新的途径。 Wiener filter is a linear filter regarding the minimum mean square error as the optimal rule. With the correlation and spectral characteristics of stationary random process it filters the signal mixed with noise.It is a basic filter at present,and also the classic content of the digital signal processing course. To deepen the understanding of this content,the causalWiener filteris derived from the nature of the unilateral Z transform,thus to provide a new way for the people in further study on the causal Wiener filter.
出处 《通信技术》 2011年第3期136-138,共3页 Communications Technology
基金 海南省重点学科建设项目(NO.xkxm0841-03) 海南大学2009科研项目(NO.hd09xm88)
关键词 因果维纳滤波器 Z变换 谱分解 维纳-霍夫方程 Causal Wiener filter Z transformation spectral decomposition Wiener-Hopf equation
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