Given the covariance of Ryy (k) = ( 1/2 )|k|.
(a) Calculate the second-order all-pole Wiener filter. Explain the result.
(b) Assume that Ryy (k) = G( 1/2 )|k|. What effect does G have on the parameter estimates in part (a)?
(c) Explain how to estimate the gain G in part (b), and in general.
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here