PB 6+7+8

6 Wiener and Adaptive Filters

Overview

Signal Models

Derivation of the Wiener Filter

Impulse Response Tail Effect

Condition Number

Adaptive Algorithms

MIMO Wiener Filter

Conclusions

7 Linear Prediction

Fundamentals

Forward Linear Prediction

Backward Linear Prediction

Levinson-Durbin Algorithm

Lattice Predictor

Spectral Representation

Linear Interpolation

Line Spectrum Pair Pepresentation

Multichannel Linear Prediction

Conclusions

8 The Kalman Filter

Derivation of the Kalman Filter

Examples: Estimation of Parametric Stochastic Process from Noisy Observations

Extensions of the Kalman Filter

The Application of the Kalman Filter to Speech Processing

Summary