Wiener–Hopf equations

E624504

Wiener–Hopf equations are integral equations that arise in problems of filtering, prediction, and diffraction, forming the mathematical foundation for optimal linear filters such as the Wiener filter.

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Wiener–Hopf equations canonical 1

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Predicate Object
instanceOf integral equation
mathematical concept
appearsIn acoustic diffraction problems
elasticity problems
electromagnetic diffraction problems
wave propagation problems
appliesTo stationary stochastic processes
time-invariant linear systems
characterizedBy decomposition of functions into factors analytic in complementary half-planes
field applied mathematics
functional analysis
mathematical physics
probability theory
signal processing
foundationFor Wiener filter NERFINISHED
optimal linear filters
goal determine optimal linear estimator
minimize mean-square error
hasForm integral equation on a half-line with convolution kernel
historicalPeriod 20th century
namedAfter Eberhard Hopf NERFINISHED
Norbert Wiener NERFINISHED
relatedTo Fredholm integral equations NERFINISHED
Toeplitz operators NERFINISHED
Volterra integral equations NERFINISHED
Wiener–Hopf factorization NERFINISHED
convolution equations
solutionMethod Fourier transform NERFINISHED
Riemann–Hilbert problem techniques
complex analysis
factorization method
typicalDomain half-line
semi-infinite interval
typicalKernel convolution kernel
usedFor boundary value problems on half-spaces
design of causal filters
spectrum factorization
usedIn control theory
diffraction theory
filtering theory
prediction theory
queueing theory
random walk theory NERFINISHED
scattering theory
stochastic processes
time series analysis

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Wiener filter solves Wiener–Hopf equations