Wiener filter

E158221

The Wiener filter is a signal processing technique that optimally estimates a desired signal from noisy observations by minimizing the mean square error, based on statistical properties of signal and noise.

All labels observed (2)

Label Occurrences
Wiener filter canonical 4
Wiener–Kolmogorov prediction theory 1

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Statements (49)

Predicate Object
instanceOf estimation method
linear filter
signal processing technique
appliedFor channel equalization
deconvolution
echo cancellation
image deblurring
noise reduction
prediction of time series
signal restoration
assumes second-order statistics are known
signal and noise are stationary random processes
basedOn statistical properties of noise
statistical properties of signal
characterizedBy linear time-invariant system under stationarity assumptions
developedBy Norbert Wiener
hasDomain communications engineering
control theory
image processing
radar signal processing
signal processing
speech processing
statistical signal processing
time series analysis
hasForm continuous-time filter
discrete-time filter
frequency-domain filter
time-domain filter
hasGoal estimate desired signal from noisy observations
minimize mean square error
hasProperty causal form exists
noncausal form exists
optimal among linear estimators under MSE criterion
historicalPeriod 1940s
mathematicallyFormulatedAs convolution of input with optimal impulse response
namedAfter Norbert Wiener
optimizes filter frequency response
filter impulse response
relatedTo Kalman filter
least squares estimation
linear minimum mean square error estimator
matched filter
solves Wiener–Hopf equations
uses autocorrelation function of noise
autocorrelation function of signal
cross-correlation between observed and desired signals
power spectral density of noise
power spectral density of signal
usesCriterion minimum mean square error

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Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Norbert Wiener knownFor Wiener filter
Wiener knownFor Wiener filter
subject surface form: Norbert Wiener
Extrapolation, Interpolation, and Smoothing of Stationary Time Series relatedConcept Wiener filter
this entity surface form: Wiener–Kolmogorov prediction theory
Kalman filter relatedTo Wiener filter