+1 Daha
Wiener filtresi, sinyal işleme ve görüntüleme alanlarında kullanılan optimizasyon tabanlı bir filtreleme tekniğidir. Şekil 1 ile de gösterildiği üzere gürültüyle bozulan bir sinyalin veya görüntünün, orijinaline en yakın hâle getirilmesi amacıyla geliştirilmiştir. Bu teknik, özellikle radar, tıbbi görüntüleme ve telekomünikasyon gibi alanlarda yaygın olarak uygulanmaktadır. Temel prensibi, ortamdaki sinyaller hakkında önceden bilinen istatistiksel bilgileri kullanarak ortalama kareler hatasını (MSE, Ing. Mean Squared Error) minimuma indiren en uygun tahmini yapmaktır. Bir bakıma bu filtre, “geçmişte sinyal nasıl davranmış” diye bakarak, gelecekte nasıl davranacağını tahmin eder. Wiener Filtresi içerisinde matematiksel olarak aşağıdaki iki ifadenin anlaşılması önemlidir.
Filtreleme işleminin işe yaraması için, sinyalin ve gürültünün belirli istatistiksel özellikleri daha önceden bilinmelidir.

Şekil 1. Tek boyutlu bir sinyalin Wiener Filtresi ile gürültüden arındırılması
Wiener Filtresi, doğrusal ve zamanla değişmeyen bir filtredir. Gürültü eklenmiş veya zamanda ötelenmiş bir sinyalin aslını kestirmek için kullanılır. Bu sebeple filtre olarak anılsa da tahminleme için de kullanılabilmektedir. Wiener Filtresi tasarımında giriş sinyali <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> için aşağıdaki özellikler kabul edilir.
Wiener filtresi sürekli zamanlı – ayrık zamanlı ve nedensel – nedensel olmayan olmak üzere farklı kategorilerde tasarlanabilir.
Wiener Filtresi, 1942 yılında Norbert Wiener tarafından geliştirilmiştir. Wiener, bu yöntemi radar sinyallerindeki gürültüyü azaltmak amacıyla tasarlamıştır. Sonrasında bu teknik elektronik ve alanlarında da benimsenmiş, zamanla dijital sinyal ve görüntü işleme uygulamalarına da uyarlanmıştır.
Kullanım Alanları

Şekil 2. Wiener Filtresi ile görüntü işleme neticesinde elde edilen sonuç
Tasarlanan sistem temsili olarak Şekil 3 ile gösterilmiştir. Burada <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> sinyali, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> ise kestirilmiş sinyali eder. <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> ise giriş sinyalini temsil eder. MSE şu şekilde tanımlanır:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">MSE</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size4">[</span></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord"><span class="delimsizing size4">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size4">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord">2</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mopen">[</span><span class="mord">⋅</span><span class="mclose">]</span></span></span></span> beklenen değer operatörü, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9694em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span> ve <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9694em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span> otokorelasyon <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9694em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span> çapraz korelasyon sinyalidir. Şekil 3 ile gösterildiği üzere <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> sinyali, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> sinyalinin <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> sistemine girişi sonucu oluşmuştur. Bu işlem örnekleme zamanı uzayında konvolüsyon ile şu şekilde ifade edilir:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.9597em;vertical-align:-1.3083em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span></span></span></span>

Şekil 3: Doğrusal ve zamanla değişmeyen (Ing. Linear Time Invariant, LTI), ayrık zamanlı nedensel olma şartı olmayan Wiener filtresi, .
Bu bilgiler ışığında MSE değerini oluşturan otokorelasyon ve çapraz korelasyon değerleri aşağıdaki gibi bulunur:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0583em;vertical-align:-1.3083em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size4">[</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size4">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.9597em;vertical-align:-1.3083em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1944em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0583em;vertical-align:-1.3083em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size4">[</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3.0118em;vertical-align:-1.3604em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3604em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mclose">]</span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size4">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0118em;vertical-align:-1.3604em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3604em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span></span></span></span>
Bulunan otokorelasyon ve çapraz korelasyon değerleri ile MSE tekrar derlenir,
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">MSE</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.9597em;vertical-align:-1.3083em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3.0118em;vertical-align:-1.3604em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3604em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span></span></span></span>
MSE’nin h sistemine göre birinci ve ikinci türevlerini alalım
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.4001em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8801em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="mord mathnormal mtight">h</span><span class="mopen mtight">[</span><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3281em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mclose mtight">]</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="mord mathnormal mtight" style="margin-right:0.05764em;">MSE</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord">−</span><span class="mord">2</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.9597em;vertical-align:-1.3083em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal">m</span><span class="mord"><span class="delimsizing size2">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.5379em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0179em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="mord mathnormal mtight">h</span><span class="mopen mtight">[</span><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3281em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mclose mtight"><span class="mclose mtight">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.931em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mtight"><span class="mord mathrm mtight">MSE</span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">2</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord">0</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span></span></span></span> otokorelasyon fonksiyonu görüldüğü üzere kuadratik formdadır ve bu sebeple ya sıfır ya da pozitiftir. Bu durumda MSE konveks bir fonksiyondur. MSE konveks bir fonksiyon olduğu için türevinin sıfıra eşit olduğu nokta MSE’nin minimum olduğu noktadır. Bu özelliği kullanarak minimum MSE şartı şu şekilde bulunur:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord">−</span><span class="mord">2</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.1623em;vertical-align:-0.358em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8043em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∞</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.358em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:1em;"></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">∀</span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.9597em;vertical-align:-1.3083em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6514em;"><span style="top:-1.9em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∞</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.3083em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">n</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span>
Yukarıdaki denklem konvolüsyon operatörü ile kapalı formda yazılabilir.
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∗</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span>
Kolaylık için z uzayına geçiş yapılır. Zaman uzayındaki korelasyon fonksiyonlarının Z dönüşümü, Laplace dönüşümü ve Fourrier dönüşümü spektral güç fonksiyonunu, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="mopen">(</span><span class="mord">⋅</span><span class="mclose">)</span></span></span></span> , verir.
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1002em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.453em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span>
Böylece genel anlamda Wiener filtresi tasarlanmış olur. Wiener filtresini aynı şekilde Laplace uzayında da yazabiliriz:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1002em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.453em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span>
Böylece Laplace ve z uzayında tasarlanan filtreleri sırasıyla sürekli ve ayrık zaman uzayına dönüştürebiliriz.
Örnek

Şekil 4: Dpğrusal ve zamanla değişmeyen (LTI), ayrık zamanlı nedensel olma şartı olmayan Wiener filtresi örneği. Tüm sinyaller genel anlamda istasyonerdir ve sinyali ile arasında korelasyon yoktur.
Şekil 4 ile gösterilen örnekte <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> ile <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> arasında bir korelasyon yoktur ve tüm sinyaller genel anlamda istasyoner (WSS), <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">h</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span> ise Wiener filtresidir. Daha önce Wiener filtresinin <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span></span> uzayında
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1002em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.453em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span> olarak bulmuştuk. Sırasıyla <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span> ve <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.453em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span> şu şekilde hesaplanır:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="delimsizing size1">(</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">)</span></span><span class="mord"><span class="delimsizing size1">(</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">)</span></span><span class="mord"><span class="delimsizing size2">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">vv</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">vv</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal">x</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size2">[</span></span><span class="mord"><span class="delimsizing size1">(</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">)</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size2">]</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">E</span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mclose">]</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">[</span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mord"><span class="delimsizing size1">]</span></span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord">Φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span></span></span></span>
Böylece Wiener filtresi aşağıdaki gibi bulunur:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.08125em;">H</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1002em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">x</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.453em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">xx</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.5746em;vertical-align:-0.5423em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0323em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1645em;"><span style="top:-2.357em;margin-left:-0.0576em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2819em;"><span></span></span></span></span></span></span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span><span class="mclose mtight">)</span><span class="mbin mtight">+</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1645em;"><span style="top:-2.357em;margin-left:-0.0576em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">vv</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.5073em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1645em;"><span style="top:-2.357em;margin-left:-0.0576em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2819em;"><span></span></span></span></span></span></span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.04398em;">z</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.5423em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span>
Gürültüden etkilenmiş bir sinyali veya görüntüyü optimize etmek için hem giriş sinyalinin hem de gürültünün güç spektral yoğunluğunu kullanır. Wiener filtresi, sinyal ve gürültü oranının (Ing. Signal to Noise Ratio, SNR) yüksek olduğu frekanslarda sinyali koruyarak, düşük SNR'li frekanslarda gürültüyü bastırır.
Nedensel Wiener tasarımı için Shannon ve Bode tarafından geliştirilen yaklaşım kullanılabilir:
Avantajlar:
- Minimum kareler hatasıyla (MSE) en iyi sonucu sağlar.
- Hem analog hem de dijital uygulamalarda kullanılabilir.
- Gürültü seviyesi ile sinyalin güç spektral yoğunluklarının önceden bilindiği durumlarda yüksek başarı oranına sahiptir.
Sınırlamalar:
- Sinyal ve gürültünün istatistiksel özelliklerinin tam olarak bilinmesi gerekir.
- Güç spektral yoğunluklarının yanlış tahmin edilmesi durumunda, filtreleme hatalı olabilir.
- Karmaşık hesaplama gereksinimleri nedeniyle gerçek zamanlı uygulamalarda işlem yükü artabilir.
Wiener filtresi, hem zamansal hem de frekans alanında uygulanabilir. Frekans alanındaki uygulama, hızlı Fourier dönüşümü (FFT) kullanılarak gerçekleştirilir. Filtrenin matematiksel işlem adımları şunlardır:
Örnek olarak, bir görüntüdeki tuz-biber tipi gürültünün giderilmesi için şu adımlar izlenir:
Wiener filtresi, gelişen yapay zekâ ve makine öğrenimi teknikleriyle birlikte daha esnek ve dinamik hâle gelmektedir. Özellikle adaptif filtreleme yöntemleri, Wiener filtresini temel alarak, sinyal ve gürültü özelliklerini gerçek zamanlı olarak öğrenip optimize etmektedir. Bu gelişmeler, tıp, otonom araçlar ve uzay teknolojileri gibi alanlarda daha geniş bir uygulama potansiyeli sunmaktadır.
Henüz Tartışma Girilmemiştir
"Wiener Filtresi" maddesi için tartışma başlatın
Tarihsel Gelişim
Nedensel Olmayan Wiener Filtresi Tasarımı
Nedensel (Shannon-Bode) Wiener Filtresi Tasarımı
Avantajlar ve Sınırlamalar
Matematiksel Çözümleme ve Uygulama
Bu madde yapay zeka desteği ile üretilmiştir.