Comments on: Wiener filtering

By: Alex

Alex — Thu, 19 Feb 2009 22:39:10 +0000

Thanks Torus and “TA”. I’ll go back and fix the post at some point in the future.

By: Your TA

Your TA — Thu, 19 Feb 2009 19:41:11 +0000

There's a mistake when you expand the MSE. ||a-b||^2 = ||a||^2 + ||b||^2 - - Using the corrected MSE formula, since power spectra are nonnegative, in order to minimize the MSE, g_hat has to be real. Then since the power spectra are symmetric, g_hat is symmetric, so g is real.

By: Torus

Torus — Tue, 17 Feb 2009 22:05:59 +0000

You forgot to take the real part. The actual formula is ||v+w||^2=||v||^2+||w||^2+2Re(v,w). And it's clear that if you want to minimize, the imaginary part just contributes to L^2 norm without doing anything.