The redundancy factor is determined on such formula
. (2.11)
When H(A/A’) = logm, rs = 0.
Linear Optimum Filtering
Optimal Wiener Filter Design: Example
Signal Generating Model The model is given by the transfer function
or the difference equation
The channel (perturbation) model is more complex. It involves a low pass filter with a transfer function
leading for the variable x(n) to the difference equation
and a white noise corruption (x(n) and v2(n) are uncorrelated)
With resulting in the final measurable signal u(n).
FIR Filter The signal u(n) will be filtered in order to recover the original (useful) d(n) signal, using the filter
We plan to apply the Wiener - Hopf equations
The signal x(n) obeys the generation model
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