Performance Analysis of the Wiener Filter with Applications to Underwater Acoustic Signals
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Authors
Fontes, N. Ruiz
Therrien, Charles W.
Subjects
Noise filtering
Wiener filter
Optimal filter
Underwater acoustic signals
Passive sonar signal processing
Wiener filter
Optimal filter
Underwater acoustic signals
Passive sonar signal processing
Advisors
Date of Issue
1997-08
Date
Publisher
Monterey, CA; Naval Postgraduate School
Language
Abstract
This report provides a detailed analysis of the performance of the Wiener optimal filter for estimating a signal in additive noise. Both IIR and FIR forms of the filter are considered using a first order AR model for both the signal and noise. Expressions are derived for the processing gain, mean square error and signal distortion, and plotted as a function of the model parameters. A more general form of the filter is also presented where one measure of performance, e.g., signal distortion, can be optimized with constraints on the others. Performance on this more general filter is presented and compared to that of the Wiener filter.
Type
Technical Report
Description
Series/Report No
Organization
Identifiers
NPS Report Number
NPS-EC-97-011
Sponsors
Office of Naval Research, Arlington, VA.
Funding
N6660497WR70391
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.