Need Good Resource On Wiener Filter
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Need Good Resource On Wiener Filter

 
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Dav
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Posted: Sat Dec 03, 2005 1:16 am    Post subject: Need Good Resource On Wiener Filter Reply with quote

Hi,

Does anyone have a suggestion for a book(text book preferably) that
contains some good examples on auto-regressive signals? I'm interested
in understanding how to derive the non-causal and causal solutions of
1st order Wiener Filters. A point in the right direction would be
greatly appreciated.

tks,
-David
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Real_McCoy
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Posted: Sat Dec 03, 2005 1:16 am    Post subject: Re: Need Good Resource On Wiener Filter Reply with quote

"Dav" <warrend100@hotmail.com> wrote in message
news:1133551676.244873.170450@g14g2000cwa.googlegroups.com...
Quote:
Hi,

Does anyone have a suggestion for a book(text book preferably) that
contains some good examples on auto-regressive signals? I'm interested
in understanding how to derive the non-causal and causal solutions of
1st order Wiener Filters. A point in the right direction would be
greatly appreciated.

tks,
-David


J.F.Barrett and T.J.Moir, "A unified approach to multivariable discrete
time filtering based on the Wiener theory ",Kybernetika (Prague) ,Vol 23 ,No
3 ,1987 pp 177 - 197

McC
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Randy Yates
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Posted: Wed Dec 14, 2005 5:16 pm    Post subject: Re: Need Good Resource On Wiener Filter Reply with quote

"Optimal Filtering," by Anderson and Moore, used to be good
for Kalman filters but is not for the beginner, and I see they
have a new edition out:


http://www.booksamillion.com/ncom/books?id=3345637552850&isbn=0486439380

A great introductory text - one I've really loved, is the older
version of this, by Robert Grover Brown:

http://www.booksamillion.com/ncom/books?id=3345637552850&isbn=0471128392

--Randy Yates
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