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- Title
Causal Restriction and Its Generalization for the Wiener Filter.
- Authors
Yang, Yun-xiu; Shu, Qin; Yuan, Fei; Deng, Shijie
- Abstract
The classical principles of Wiener filter design consider only the causality constraint. However, additional constraints are often involved in practice. This paper provides a comprehensive theoretical approach for designing Wiener filters with constraint conditions beyond causality. Using integration, we first derive an extension of the Wiener–Hopf equation with an additional term that captures the effect of the constraint conditions on the resulting Wiener filters. Next, we analytically solve the extended Wiener–Hopf equation and develop a new iterative algorithm to obtain its optimum value. We prove the convergence of our iterative algorithm and provide several simulations to illustrate the applicability of our theoretical approach.
- Subjects
WIENER filters (Signal processing); PROBLEM solving; STOCHASTIC convergence; ITERATIVE methods (Mathematics); H-spaces
- Publication
Circuits, Systems & Signal Processing, 2018, Vol 37, Issue 3, p1327
- ISSN
0278-081X
- Publication type
Article
- DOI
10.1007/s00034-017-0589-3