On the output SNR of the speech-distortion weighted multichannel Wiener filter

In this letter, we prove that the output signal-to-noise ratio (SNR) after noise reduction with the speech-distortion weighted multichannel Wiener filter is always larger than or equal to the input SNR, for any filter length, for any value of the tradeoff parameter between noise reduction and speech distortion, and for all possible speech and noise correlation matrices.