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A multistage representation of the Wiener filter based on orthogonal projections

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dc.contributor.authorScharf, Louis L., author
dc.contributor.authorReed, Irving S., author
dc.contributor.authorGoldstein, J. Scott, author
dc.contributor.authorIEEE, publisher
dc.date.accessioned2007-01-03T04:18:53Z
dc.date.available2007-01-03T04:18:53Z
dc.date.issued1998
dc.description.abstractThe Wiener filter is analyzed for stationary complex Gaussian signals from an information-theoretic point of view. A dual-port analysis of the Wiener filter leads to a decomposition based on orthogonal projections and results in a new multistage method for implementing the Wiener filter using a nested chain of scalar Wiener filters. This new representation of the Wiener filter provides the capability to perform an information-theoretic analysis of previous, basis-dependent, reduced-rank Wiener filters. This analysis demonstrates that the recently introduced cross-spectral metric is optimal in the sense that it maximizes mutual information between the observed and desired processes. A new reduced-rank Wiener filter is developed based on this new structure which evolves a basis using successive projections of the desired signal onto orthogonal, lower dimensional subspaces. The performance is evaluated using a comparative computer analysis model and it is demonstrated that the low-complexity multistage reduced-rank Wiener filter is capable of outperforming the more complex eigendecomposition-based methods.
dc.description.sponsorshipThis work was supported in part under a Grant from the Okawa Research Foundation.
dc.format.mediumborn digital
dc.format.mediumarticles
dc.identifier.bibliographicCitationGoldstein, J. Scott, Irving S. Reed, and Louis L. Scharf, A Multistage Representation of the Wiener Filter Based on Orthogonal Projections, IEEE Transactions on Information Theory 44, no. 7 (November 1998): 2943-2959.
dc.identifier.urihttp://hdl.handle.net/10217/744
dc.languageEnglish
dc.language.isoeng
dc.publisherColorado State University. Libraries
dc.relation.ispartofFaculty Publications
dc.rights©1998 IEEE.
dc.rightsCopyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright.
dc.subjectorthogonal projections
dc.subjectmutual information
dc.subjectadaptive filtering
dc.subjectrank reduction
dc.subjectWiener filtering
dc.titleA multistage representation of the Wiener filter based on orthogonal projections
dc.typeText

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