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Title: Wiener Download
 Description: A Wiener filter design (1) to produce three sets of observations: first generating a signal s (n) according to s (n) = as (n-1)+w (n), to add noise (20dB SNR, respectively , 10 dB, 6 dB), to obtain observational data x1 (n), x2 (n), x31 (n). (2) estimate xi (n), i = AR model parameters 1,2,3. Assuming the signal length L, AR model of order N, analysis of experimental results and discuss the impact changing L, N of the experimental results.
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Wiener.m
    

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