Discrete-Time Optimum Filters
Algorithms and Applications
Keywords:
Signal estimation, Minimum Mean –Square, Optimum Wiener filter, Channel equalizationAbstract
This paper presents signal estimation problem and discusses one of the criterion used in the design of signal estimation algorithms. The emphasis is on linear minimum mean – squares estimation method. We present a brief review of mean-square error optimal filtering. Only the case of stationary processes is considered, i.e. the Wiener filter. Practical application of the Wiener filter theory in channel equalization is presented.