Description: Design a Wiener filter
(1) produces three sets of observations: First, according to S (n) = aS (n-1)+ w (n) generates the signal S (n), to add noise (SNR are 20db, 10db, 6db ), obtained observational data X1 (n), X2 (n), X3 (n). .
(2) estimated Xi (n), i = 1,2,3 of the AR model parameters. Assuming the signal length L, AR model order N, the analysis of experimental results, and discuss the changes in L, N to the experimental results.
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Wiener.m
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