Dictionary:Normal equations

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The set of linear simultaneous equations whose solution gives a least-squares fit (in particular, a Wiener filter, q.v.):



A digitized input xt passed through the filter ft yields the actual output yt which in a least-squares sense is closest to a desired output zt; is the autocorrelation of xt and is the cross-correlation of zt with xt as a function of a time shift . See Levinson algorithm.


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Normal equations
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