Performance Analysis of the Wiener Filter with Applications to Underwater Acoustic Signals

Abstract

This report provides a detailed analysis of the performance of the Wiener optimal filter for estimating a signal in additive noise. Both IIR and FIR forms of the filter are considered using a first order AR model for both the signal and noise. Expressions are derived for the processing gain, mean square error and signal distortion, and plotted as a function of the model parameters. A more general form of the filter is also presented where one measure of performance, e.g., signal distortion, can be optimized with constraints on the others. Performance on this more general filter is presented and compared to that of the Wiener filter.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1997
Accession Number
ADA330083

Entities

People

  • C. W. Therrien
  • N. R. Fontes

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Acoustic Signals
  • Algorithms
  • Ambient Noise
  • Cross Correlation
  • Data Science
  • Difference Equations
  • Distortion
  • Engineering
  • Equations
  • Filters
  • Filtration
  • Information Science
  • Mathematical Filters
  • Signal Processing
  • Statistics
  • United States
  • White Noise

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.