Parametric Wiener Filter with Linear Constraints for Unknown Target Signals
Access this Article
Search this Article
In signal restoration problems, we expect to improve the restoration performance with a priori information about unknown target signals. In this paper, the parametric Wiener filter with linear constraints for unknown target signals is discussed. Since the parametric Wiener filter is usually defined as the minimizer of the criterion not for the unknown target signal but for the filter, it is difficult to impose constraints for the unknown target signal in the criterion. To overcome this difficulty, we introduce a criterion for the parametric Wiener filter defined for the unknown target signal whose minimizer is equivalent to the solution obtained by the original formulation. On the basis of the newly obtained criterion, we derive a closed-form solution for the parametric Wiener filter with linear constraints.
- IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences E97.A(1), 322-330, 2014
The Institute of Electronics, Information and Communication Engineers