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Causal and stable FIR-IIR Wiener filters

IIR Wiener filters are the optimum filters with minimum MSE. In general, these filters are noncausal and their causal counterparts have larger MSE. In this paper, we propose causal and stable FIR-IIR Wiener filters which have the same MSE performance when the FIR part is sufficiently long. FIR-IIR Wiener filter employs the best delay LS inverse filter to model the noncausal part of the IIR Wiener filter. We have compared the MSE performances of IIR causal and noncausal, FIR best delay and FIR-IIR Wiener filters, by using AR(1) and AR(2) processes.