EE 503 : Lecture 38 (Fall 2020, METU)

EE 503 - Statistical Signal Processing and Modeling
Fall 2020, Middle East Technical University, Ankara, Turkey.
Instructor: Prof. Cagatay Candan
Lecture 38

Lecture Contents:
00:00:00 - FIR Wiener Filtering (review)
00:02:10 - IIR Non-Causal Wiener Filtering
00:10:34 - IIR Non-Causal Wiener filter expression in Fourier domain
00:12:15 - MSE expression for IIR Non-Causal Wiener Filter
00:23:00 - Filtering application (noise removal) for IIR Non-Causal Wiener filtering
00:26:55 - Comment #1: Impulse response of IIR Non-Causal Wiener filter is an even sequence
00:28:20 - Comment #2: IIR Non-Causal Wiener filter processes each spectrum sample independent of other samples
00:37:55 - Pictorial interpretation of IIR Non-Causal Wiener filtering for filtering (noise removal) application
00:41:44 - MSE calculation for IIR Non-Causal Wiener filtering for filtering (noise removal) application
00:48:20 - Example: x[n] = d[n] + v[n], r_d[k] = 0.8^|k| , r_v[k] = \delta_v[k], Find IIR NC Wiener filter to estimate d[n].
1:07:05 - MSE calculation for IIR Non-Causal Wiener filter (example)