ON THE TIME‐VARYING WIENER FILTER*

For a new approach to designing the time-varying Wiener filter, the input is first divided into sections and then the time-varying filter is determined from the entire input and the desired output. The technique differs from the existing one in which the time-invariant filter is determined from each section. Hence, the main difference, between the proposed and the existing technique lies in the arrangement of input data. The proposed technique requires fewer computational operations and performs better than the time-invariant Wiener filter, as illustrated by numerical examples.