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
()1
54
is corrupted with additive white noise () with a power spectral desnsity (
x
v
x t
S s s
s s
v t S s
)1.
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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