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On the properties of optimum realizable linear filters

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1 Author(s)

By means of two simple examples, two commonly held misconceptions about optimum realizable linear filters (Wiener filters) are clarified. It is shown that 1) the magnitude of the transfer function of the Wiener filter for extracting a message from an additive white noise may be greater than unity in a range of frequencies, and 2) the Wiener filter for extracting a message from an additive colored noise may not be of minimum phase.

Published in:

Proceedings of the IEEE  (Volume:59 ,  Issue: 10 )