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authorpriyanka2015-06-24 15:03:17 +0530
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+//Graphical//
+//Example 11.6.1
+//Design of wiener filter of Length M =2
+clear;
+close;
+clc;
+M =2; //Wiener Filter Length
+Rdx = [0.6 2 0.6] //Cross correlation matrix between the desired input sequence and actual input sequence
+C = Rdx(M:$) //Right sided sequence
+To_M = toeplitz(C)
+Rxx = [0.6 1 0.6] //Auto correlation matrix
+Rss = Rxx(M:$)
+//Filter coefficients
+h = [0.451 0.165]
+//Calculation of Minimum Mean Square Error
+sigma_d = 1; //Average power of desired sequence
+MSE = sigma_d - h*Rss'