By Topic

Non-stationary Wiener filtering based on evolutionary spectral theory

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Khan, H.A. ; Dept. of Electr. Eng., Pittsburgh Univ., PA, USA ; Chaparro, L.F.

We consider solutions to the non-stationary Wiener filtering problem using the evolutionary spectral theory. Two cases of interest result from the fact that the desired signal and the noise is uncorrelated. One constrains the support of the generating kernels of the signals and the other imposes orthogonality on their innovation processes. The latter condition is more general and our solution coincides with the one presented previously by Abdrabbo and Priestley (1969). For the first case, we develop a new solution that depends directly on the Wold-Cramer models of the desired and noisy processes. Implementation is achieved in both cases by estimating the kernels for the Wold-Cramer representations from the spectra using the evolutionary maximum entropy spectral estimation. An example illustrating the filtering is given

Published in:

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on  (Volume:5 )

Date of Conference:

21-24 Apr 1997