jens
b3924ead7d
git-svn-id: http://moon:8086/svn/matlab/trunk@40 801c6759-fa7c-4059-a304-17956f83a07c
21 lines
451 B
Matlab
21 lines
451 B
Matlab
function [xs, g, rxy, ryy] = wiener_td(x, y, sigma_noise)
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%rxy = ifft(fft(x).*conj(fft(y)));
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x = x - mean(x);
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y = y - mean(y);
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rxy = circulant(y, 'step', -1).'*conj(x);
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%ryy = ifft(fft(y).*conj(fft(y)));
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ryy = circulant(y, 'step', -1).'*conj(y);
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sum_rxy = sum(abs(rxy))
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sum_ryy = sum(abs(ryy))
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R = toeplitz(ryy + sigma_noise.^2*(1-j));
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g = inv(R)*(rxy)./sum_ryy;
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sum_g = mean(abs(g))
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g = g./sum_g;
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xs = (circulant((g)))*(y);
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