Signal estimation | Linear filters

Wiener filter

In signal processing, the Wiener filter is a filter used to produce an estimate of a desired or target random process by linear time-invariant (LTI) filtering of an observed noisy process, assuming known stationary signal and noise spectra, and additive noise. The Wiener filter minimizes the mean square error between the estimated random process and the desired process. (Wikipedia).

Wiener filter
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Signal processing | Levinson recursion | Andrey Kolmogorov | Hermitian matrix | Stochastic process | Filter (signal processing) | Estimation theory | Finite impulse response | Information field theory | Linear filter | Frequency response | Autocorrelation | Matched filter | Toeplitz matrix | Laplace transform | Least squares | Wiener–Hopf method | Minimum mean square error | Least mean squares filter | Norman Levinson | System identification | Spectral density | Partial fraction decomposition | Generalized Wiener filter | Kriging | Deconvolution | Symmetric matrix | Similarities between Wiener and LMS | Detection theory | Stationary process | Kalman filter | Linear prediction | Wiener deconvolution | Cross-correlation | Causal system