# Dictionary:Normal equations

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

A digitized input *x*_{t} passed through the filter *f*_{t} yields the actual output *y*_{t} which in a least-squares sense is closest to a desired output *z*_{t}; is the autocorrelation of *x*_{t} and is the cross-correlation of *z*_{t} with *x*_{t} as a function of a time shift . See *Levinson algorithm*.