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Wiener-Filter und Doppelte Faltung
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document.tex
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document.tex
@ -22,7 +22,7 @@
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\title{Stochastische Signale und Systeme}
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\subtitle{Zusammenfassung Formeln}
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\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.9.5.1 - 24.09.2012}
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\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.9.6 - 24.09.2012}
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\maketitle
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\newpage
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@ -665,6 +665,12 @@ H_{opt}\freq = \frac{C_{XY}\freq}{C_{YY}\freq}
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\end{equation}
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\subsection{Mean Square Error des Wiener Filters}
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Der Mean Square Error ist als der Erwartungswert des quadrates der Fehlerfunktion definiert
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\begin{align}
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q(h)&=\E[\epsilon_{X}^2(n)] \\
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h_{opt} &= \arg \min_h q(h) ,n\in \mathbb{Z}
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\end{align}
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Daraus folgt:
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\begin{subequations}
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\begin{align}
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q_{min}&=C_{XX}(0)-\sum\limits_{m=-\infty}^\infty h_{opt}(m)C_{XY}(m) \\
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@ -729,6 +735,9 @@ S_{WW}(e^{j \omega})&=\sigma_W^2
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|H\freq|^2=H\freq H(e^{-j \omega})
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\end{equation}
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\subsection{Doppelte Faltungssumme}
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\begin{equation}
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\sum\limits_{m=-\infty}^\infty \sum\limits_{k=-\infty}^\infty h(m)h(k)f(k-m) = h(n)\star f(0) \star h(-n)
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\end{equation}
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\end{document}
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