Question: Suppose a signal ( ) with power spectral density ( ) 1 5 4 is corrupted with additive white noise ( ) with a power
Suppose a signal with power spectral density
is corrupted with additive white noise with a power spectral desnsity
x
v
x t
S s s
s s
v t S s
a Find the optimal noncausal Wiener filter to extract the signal from the noise
corrupted signal.
b Find the optimal causal Wiener filter to extract the signal from the noise
c
orrupted signal.
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