We are asked to design a Wiener filter to estimate a random signal with covariance Rss(k) = ( 1/2 )|k| from a noisy measurement contaminated with unit variance white noise. (a) Determine the optimal...

We are asked to design a Wiener filter to estimate a random signal with covariance Rss(k) = ( 1/2 )^|k|
from a noisy measurement contaminated with unit variance white noise.

(a) Determine the optimal Wiener “noncausal” solution.

(b) Determine the causal Wiener solution.