DETERMINATION OF OPTIMUM GATE LENGTHS FOR TIME-VARYING WIENER FILTERING

Technique for the determination of optimum gate lengths is based on the work of H. Berndt and G. R. Cooper, which is applied to the calculation of timevarying Wiener filters. Technique produces an upper bound for the mean-square error between the true and a given approximated time-varying correlation function. The minimization of this upper bound leads to a relation which establishes gate lengths directly from the input trace. Thereafter, ordinary time- invariant Wiener filters can be computed for each gate. The overall filtered trace is obtained in the form of a suitably combined version of the individually filteredgates. With the Berndt and Cooper technique to determine optimum gate lengths, time-varying Wiener filters can be better than a time-invariant filter.