An analysis of the effects of spectral uncertainty on Wiener filtering (Q790784): Difference between revisions

On the basis of an extensive numerical study, the authors analyse the performance of Wiener filters when the signal and noise spectra differ from those assumed in the filter design process. It is shown for a variety of cases important in practice that the undesirable sensitivity of the traditional Wiener filters to spectral uncertainties may be overcome to a certain extent by using so-called robust Wiener filters designed to have the best possible performance when the uncertainty is worst.