Sliding Window Evaluation of the Wiener-Hopf Equation
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This paper presents an efficient method for solving the Wiener-Hopf equation in a sliding window by calculating the correlation matrices recursively. Furthermore, a novel algorithm is introduced for evaluating the inverse of the auto-correlation matrix - the Recursion with Splitting the Correlation matrix into 4 Blocks for Inversion - which can significantly reduce the computational requirements. The presented procedure is optimized for special cases to achieve an efficient implementation which allows faster rel-time signal processing or to reduce the response time - e.g. the latency -- by distributing the computations over the time. The proposed method is also validated through numerical simulations and hardware implementation.
Keywordsadaptive filtering, sliding window Wiener filter, Wiener-Hopf equation, recursive matrix inversion, RSC4BI, SWF
Document typePeer reviewed
Document versionFinal PDF
SourceRadioengineering. 2020 vol. 29, č. 2, s. 365-375. ISSN 1210-2512
- 2020/2