Optimum non-linear Wiener filters |
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Authors: | M Rudko DD Weiner |
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Institution: | Electrical Engineering Department, Université de Sherbrooke, Sherbrooke. P.O. Quebec, Canada;Electrical and Computer Engineering Department, Syracuse University, Syracuse, New York, U.S.A. |
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Abstract: | General conditions are given for the optimality of non-linear Wiener filters which minimize the mean-square difference between the desired and actual filter outputs. These conditions, which are a generalization of the Wiener–Hopf equation are applied to the Gaussian case and the kernels of the optimum realizable and unrealizable systems are derived. |
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