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.


Risk sensitive particle filters for mitigating sample impoverishment
Orguner, Umut (2007-08-29)
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. The result is a more cautious filter, which can be interpreted as an implicit and automatic way to increase the state noise covariance. On the other hand, the process of jittering, or roughening, is well-known in particle filters to mitigate sample impoverishment. The purpose of this contribution is to introduce risk-sensitive part...
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Aktas, M; Tuncer, Temel Engin (2004-04-30)
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Analysis of root displacement interpolation method for tunable allpass fractional-delay filters
Hacıhabiboğlu, Hüseyin; Günel Kılıç, Banu (2007-10-01)
One of the simplest ways of designing allpass fractional-delay filters with maximally fiat group delays is by using the Thiran approximation by which the filter coefficients are calculated using a closed-form equation. However, due to the number of multiplications and divisions involved, the calculation of these coefficients is a computationally costly task and is not suitable for real-time applications. The analysis of a root-displacement-based interpolation method used in allpass tunable fractional delays...
Citation Formats
T. E. Tuncer, “Causal and stable FIR-IIR Wiener filters,” 2003, Accessed: 00, 2020. [Online]. Available: