[Numpy-discussion] Wiener filter / decorrelation

Daniele Nicolodi daniele at grinta.net
Tue Jan 25 16:04:42 EST 2011


I'm trying to write a numerical implementation of Wiener filtering /
decorrelation (extraction of a signal from noisy time series). What I'm
trying to do is the construction of the time domain filter from a
measurement of the power spectrum of the noise and the shape of the signal.

However I'm encountering some problems that are beyond my knowledge of
the matter. Can someone suggest me a reference text book, or other resource?

Thank you in advance. Cheers,

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