How to compute Wiener equation?
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I have this signal: w=(1,-0.5) and other signal d=(1,0)
I am trying to solve the Wiener normal equation on MATLAB, that is:
where is the autocorrelation matrix.. is the vector that I want to find and is the xcorr between w and d.
I am using xcorr(w) and xcorr(w,d) to solve equation (1), however, I am not getting a matrix just a vector. Could someone help me? How can I transform the xcorr(w) vector into a matrix?
Thanks in advance!
Pratyush Roy on 17 May 2021
The autocorrelation matrix obtained from the data while using Weiner filtering is a symmetric Toeplitz Matrix. If the autocorrelation vector is available, it can be converted to a symmetric Toeplitz matrix using the toeplitz method.
Hope this helps!