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Non-causal wiener filters

  1. Aug 20, 2008 #1
    Hi there!
    When designing fir filters there are three different scenarios, smoothing m<0,
    filtering m=0, prediction m>0, by setting your m-variable in the right-side wiener-hopf equation.

    When designing non-causal wiener filters using

    [tex]H(z) = \frac{P_{dx}(z)}{P_{x}(z)}[/tex],

    how do you specify what scenario you want? as you dont use wiener-hopf.

    My guess is that as the filter is non-causal, all restrictions are lifted and you set
    your impulse-respons as you want. If we for example would like a 2-step-prediktor
    we simply define [tex]h(n) = \delta(n-2) \Rightarrow H(z)=z^{-2}[/tex] and use that
    frequency-response when calculating the cross-spectrum that is needed to solve
    the IIR-filter equation shown above.

    Is this correct? Thanks for any input on this!
  2. jcsd
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