Optimal biorthogonal transform for colored noise suppression with subband Wiener filtering

It is well-known that the Karhunen-Loeve transform (KLT) is optimal for white noise suppression. Akkarakaran and Vaidyanathan (see IEEE Trans. Signal Processing, vol.49, no.1, p.100-114, 2001) showed that for the case of colored noise, if both the noise and signal have a common KLT, then the KLT is optimal for subband noise suppression. We derive the optimal transform (not restricting to the class of unitary transforms) for the noise suppression problem when the signal and noise have arbitrary spectrum.