Timeline for Why Wiener filter is not optimal?
Current License: CC BY-SA 4.0
18 events
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| Jul 4, 2022 at 20:00 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 6, 2022 at 17:03 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Nov 6, 2021 at 15:06 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 7, 2021 at 13:56 | history | edited | Triceratops | CC BY-SA 4.0 |
New data
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| Oct 7, 2021 at 7:50 | history | edited | Triceratops |
Added LMS tag
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| Oct 7, 2021 at 7:24 | history | edited | Triceratops | CC BY-SA 4.0 |
added 1 character in body
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| Oct 6, 2021 at 15:16 | history | edited | Triceratops | CC BY-SA 4.0 |
Added observation
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| Oct 4, 2021 at 8:04 | history | edited | Triceratops | CC BY-SA 4.0 |
Added reference to notes on Wiener filter
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| Oct 2, 2021 at 15:20 | answer | added | Cris Luengo | timeline score: 3 | |
| Sep 30, 2021 at 15:29 | history | edited | Triceratops | CC BY-SA 4.0 |
added 2 characters in body
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| Sep 30, 2021 at 15:16 | history | edited | Triceratops | CC BY-SA 4.0 |
More research
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| Sep 30, 2021 at 13:12 | comment | added | Triceratops | Another note: there is an improvement in the performance of Wiener as I increase the number of taps or FFT length. For example: if the signal is $N_{TOT}$ samples long I take a single FFT of $N_{TOT}$-points instead of the usual overlap-add of the CSD function in Python (that is: framing and windowing the entire signal to small frame, each is $N_{FFT}$ samples long). | |
| Sep 29, 2021 at 7:31 | comment | added | Triceratops | I added the code in which I calculate the Wiener filter in the frequency domain. | |
| Sep 29, 2021 at 7:29 | history | edited | Triceratops | CC BY-SA 4.0 |
added code to calculate wiener
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| Sep 27, 2021 at 4:16 | comment | added | TimWescott | "But in this example, Wiener is performing worse" No. your attempt at a Wiener filter is performing worse. The Wiener filter is optimal in the MSE sense assuming that you have constructed the filter correctly. This means knowing $S_{ud}$ and $S_{uu}$ exactly, for starters, which you don't -- you're starting by determining $S_{ud}$ experimentally. I suspect, but don't know, that even if you're doing the Wiener calculations correctly, the FLMS algorithm is doing a better job because it doesn't have to calculate $S_{ud}$ explicitly (also assuming I remember what the FLMS does). | |
| Sep 26, 2021 at 20:22 | comment | added | Peter K.♦ |
Can you include code for how you're calculating wiener ?
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| Sep 26, 2021 at 20:19 | history | edited | Peter K.♦ | CC BY-SA 4.0 |
Reformatting code block so no need to scroll.
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| Sep 26, 2021 at 13:47 | history | asked | Triceratops | CC BY-SA 4.0 |