Description: Design a Wiener filter. (1) generate three sets of observations data, first according to s (n) = as (n-1)+w (n) to generate a signal s (n), which add noise (SNR respectively 20dB, 10dB, 6dB), obtained observation data x1 (n), x2 (n), x3 (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 changes affect L, N of the experimental results.
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