EE264: Lecture 12 - Stanford University
Numerical Example: Assume that the autocorrelation function of the input signal is: ˚ss[k] = 10 27 1 2 jkj and that the autocorrelation of the (white) noise source is: ˚vv[k] = 2 3 [k] The signal and noise are assumed to be uncorrelated with each other. ˚ss ˚vv To find the Wiener filter, we need to … ................
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