Translations:Dictionary:Wiener-Hopf equations/4/en

From SEG Wiki
Jump to navigation Jump to search

This equation is the necessary and sufficient condition for minimizing the mean-square error between a desired output z(t) and the actual output y(t) which results from passing an input x(t) through a causal filter with an impulse response f(t). is the autocorrelation of x and is the crosscorrelation of z and x. When digital processing is involved, this equation becomes the normal set of linear simultaneous equations (normal equations).