清华大学张贤达老师-现代信号处理 课件chapter_4(4.1-2).pdfVIP

y (t ) x (t ) y (t ) x (t) +w(t) —— () —— Wiener y (t ) s (t ) =+v(t ) y (t ) s (t ) +v (t) o o o h(t ) ∞ * y o (t ) ∫−∞ h (t =−τ)y (τ)dτ h(t −τ), y (τ) ∞ * ∫−∞ h (t =−τ) s (τ) +v(τ) dτ[ ] ∞ ∞ * * τ τ τ τ τ τ h (t =− )s ( )d + h (t − )v( )d ∫−∞ ∫−∞ s (t ) v (t ) o o 2 S s (t )t T ⎛ ⎞ o 0 ⎜ ⎟ max ( ) N v t ⎝ ⎠