Wiener Filter Approximations Without Covariance Matrix Inversion
In this article, we address the problem of ill-conditioning of the Wiener filter, the optimal linear minimum mean square error estimator. Computing the Wiener filter involves the inverse of the observation covariance matrix. In practice, the observation covariance matrix has a large condition number...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2023-01-01
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| Series: | IEEE Open Journal of Signal Processing |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10173620/ |