I have been told (Wikipedia agrees) that the Wiener filter is optimal when signal and (additive) noise are WSS. Optimal in the sense that it minimizes the mean-square error.

The Cramér–Rao bound is the lower bound on the variance of an unbiased estimator of a deterministic parameter.

Does that mean that the Wiener filter operating at the Cramér–Rao bound?

  • $\begingroup$ Here's few page paper related to Wiener & Cramér–Rao bounds - tinyurl.com/y4njfzmv $\endgroup$ – Juha P Jan 28 at 10:39

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