Mathematics, 12.03.2020 20:48 ekids22

Consider a Wiener filtering problem characterized as follows: The correlation matrix R of the input vector X[n] is: R = 1 0.5 0.5 1 The cross-correlation vector p between the X[n] and the desired response (output) D[n] is: p = 0.5 0.25 , and σ 2 d = 1. (a) Find the optimal tap weights (wi) of the Wiener filter. (b) What is the minimum mean-squared error produced by this Wiener filter?

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