wiener3.m

各种滤波器

t=0:0.01:5;
s=sin(2*pi*5*t);
n=sin(2*pi*10*t);
x=s+n;
d=s;
y=zeros(size(x));

N=10;
for k=N:length(t)
    R=MyCorrelation(x(1:k),x(1:k),N);
    p=MyCorrelation(x(1:k),d(1:k),N);
    w=toeplitz(R)\p';
    y(k)=-x(k-N+1:k)*w;
end

subplot(311)
plot(t,x)
title('Original')
grid on
subplot(312)
plot(t,y,'b')
hold on
plot(t,d,'k--')
hold off
title('Filter out')
grid on
subplot(313)
plot(t,d-y)
grid on
title('Error')