Robust and Quantized Wiener Filters for p-Point Spectral Classes.

Abstract : The classical solution for linear estimation of a signal in additive noise is given by the well-known Wiener filter. In certain circumstances, however, it is advantageous to have a filter which is piecewise constant and which provides good performance over an entire class of signal and noise power spectral densities. First, a procedure is presented for determining the optimal piecewise constant filter. Then, for a particular class of power spectral densities, termed the p-point spectral class, the robust filter is determined. (Author)