Returns w = solve(Rxx, rxd). Used as the optimal-FIR Wiener
solution; equivalent to lm.fit on Toeplitz inputs.
Usage
morie_dsp_wiener_hopf(Rxx, rxd)
Arguments
- Rxx
Symmetric autocorrelation matrix (order x order).
- rxd
Cross-correlation vector (length order).
Value
Optimal tap-weight vector.
References
Rangayyan & Krishnan (2015), Ch. 3, sec. 3.5.