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MMSE based Wiener-Hopf Equation

  • Cho, Juphil (Department of radio Communication Engineering, kunsan national university) ;
  • Lee, Il Kyu (Department of Information and Communications, Kongju Nat'l University) ;
  • Cha, Jae Sang (Department of Electronic & IT Media Eng., Seoul National University)
  • Received : 2011.12.11
  • Accepted : 2012.02.13
  • Published : 2012.02.28

Abstract

In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

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