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user 56925
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Least Squares Solution Using the DFT vs Wiener-Hopf Equations
Following Royi's derivation, we want to show that,
$$\begin{align} \hat{h} = \arg \min_h||Xh - y||^2 = (X^T X)^{-1} X^H y = IDFT(Y \oslash X) \end{align}$$
where $X$ is a circular convolution matrix t …
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