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Application of Wiener Filter Making Signals Orthogonal

Conference Paper · March 2019

DOI: 10.1109/ViTECoN.2019.8899689

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2019 International Conference on Vision Towards Emerging Trends in Communication and Networking (ViTECoN)
APPLICATION OF WIENER FILTER MAKING
SIGNALS ORTHOGONAL
B.Sai Tejeswar Reddy
Department of Electronics and communication Engineering
Vellore Institute of Technology
Vellore,632014, India
bollapusaitejeswarreddy@gmail.com
Abstract - In signal processing, the noise is one of the
factors which make the extraction of an original signal complex.
There are so many techniques to discard noise and to get back
original information. In general, to discard noise Filtering is a
technique used, Wiener filtering technique is one of the filtering
techniques which filter a noise-corrupted signal by linear-time-
invariant-filtering (LTI), and Wiener filter reduces the mean
square error value [MSE] between the observed signal and
original signal. in general all male voices are base-band signals, if
these signals are mixed up with a random noise then the noise
corrupted data and original information are not independent to
each other so the wiener output gives us the combination of both
signals one as a major component and other as a minor
component, so here we are making output signals of Wiener filter
orthogonal using some mathematical relations such that these
output male signals (base-band signals) become independent and
we can use wiener filter for these independent signals to get the
desired output. The minimum mean square error analysis results
were observed for initial wiener outputs and orthogonal signals
wiener output at different SNR levels.
Keywords— Correlation, filtering, Wiener filter, Orthogonal,
toeplitz matrix
I. Introduction
In current day scenario we are getting information by Audio
signals and speech, if these signals are corrupted by a noise we
can't hear the original information lying in it. so we need to
discard the noise present in it, we are having some classic
filters which can pass the signal in the desired range but those
classical filters are not sufficient to remove random noise
which may lie in the entire band of the signal. so we need to
choose other type of filter techniques which can gives the
information where the signal lies in entire noise corrupted
signal bandwidth, Wiener filter is one such filter which gives
the information of required signal in a noise corrupted or
multichannel signal corrupted data[1],[2]
To know the position of the required signal in a noise
corrupted signal we need to plot the power density spectrum
(PSD)of the noise corrupted signal, power spectral density is
the frequency form of the correlated data so we need to choose
a filtering algorithm which uses the concept of correlation[3]
978-1-5386-9353-7/19/$31.00 @ 2019 IEEE
Valarmathi Jayaraman
Department of Electronics and communication Engineering
Vellore Institute of Technology
Vellore, 632014, India
valarmathirithu@gmail.com
In signal processing Wiener filter is an efficient algorithm
which uses the concept of correlation between the noise and
the noise corrupted data and predicts a system function such
that we can get an estimate of the original signal. the wiener
filter algorithm considers that the auto correlated data of the
noise corrupted signal and the correlated data of the noise
corrupted data and original information[2]
Speech processing and noise reduction is the one of the part of
active research; Joerg Meyer designed a multichannel wiener
filter technique for signal processing for hands-free telephone
systems in cars [4]. This algorithm uses the benefits of the
random noise characteristics in fast driving cars, which uses
wiener filter in speech processing, Nayan Modhave and
Sourabh Tonde designed a matrix wiener filter for noise
reduction and speech enhancement in hearing aids[2].this
algorithm uses the Wiener hopf-equation and implemented a
multi channel noise removal wiener filter, Zhen xiaodan and
Hao Kaixue designed the deconvolution algorithm of
incremental wiener filtering based on pseudo random
sequences[5],this algorithm proposed that the incremental
wiener filter deconvolution algorithm identification is better
when compared to normal wiener filter algorithm, but these
algorithms fails if the signals are orthogonal to each other then
the predicted data is combination of multiple information’s or
inputs. Application of wiener filter making signal's orthogonal
is a new algorithm which gives the better results of wiener
filter when signals are orthogonal using some mathematical
relationships.In this paper section(II) explains the
Construction of wiener filter and section(III) explains the
orthogonalization of signals and section(IV) explains the
proposed algorithm
II. Construction of Wiener filter with minimum Mean
square error
Wiener filter is to design a filter to recover original signal
𝑑(𝑛) when it is corrupted by a noise signal 𝑣(𝑛), it is
considered that 𝑑 𝑛 and 𝑣(𝑛) are wide-sense stationary
random process, and Wiener desires to design a filter which
would produce the minimum mean-square error [MSE] for the
desired signal. The minimum mean square error[ξ] is given as
below.
 ξ = E{|e n 2 |} (1) 𝐸 𝑑 𝑛 𝑥∗ 𝑛 − 𝑘 −
𝑝−1
𝑙=0 𝑤 𝑙 𝐸{𝑥(𝑛 − 𝑙) 𝑥 ∗ 𝑛 − 𝑘 = 0 (9)

Where 𝑒 𝑛 = d n − p(n) (2) As noise corrupted signal and desired signal are jointly WSS
d n is a desired signal. then we can write
p(n) is a predicted signal.
𝑝−1
𝑙=0 𝑤 𝑙 𝐸{𝑥(𝑛 − 𝑙) 𝑥 ∗ 𝑛 − 𝑘 = 𝑟𝑥 𝑘 − 𝑙 (10)
Now (1) can be rewritten as 𝐸 𝑑 𝑛 𝑥 ∗ 𝑛 − 𝑘 = 𝑟𝑑𝑥 𝑘 . (11)
2 2
𝜉=E e n =E d n −p n (3) By (10) and (11)
𝑅𝑥 𝑤 = 𝑟𝑑𝑥 (12)
To get a minimum ξ he considered a linear shift-invariant where 𝑅𝑥 is a 𝑝 × 𝑝 Hermitian Toeplitz matrix of auto-
[LTI] filter, W(z) is to be designed such that it filter a given correlation, 𝑤 is the vectors of filter coefficients, and 𝑟𝑑𝑥 is the
signal, x(n), to produce the minimum mean square estimate of vector of cross-correlations between the desired signal d(n)
another signal d(n).Depending upon how the input signal x(n) and the noise corrupted signal x(n).
and desired signal d(n) are related to each other.
Now (12) can be re-written as
If we consider a FIR Wiener filter which produces
the minimum mean-square of a given desired signal d(n) by 𝑤 = 𝑅𝑥−1 𝑟𝑑𝑥 (13)
filtering the applied noise corrupted signal x(n).it is
considered that x(n) and d(n) are jointly wide-sense stationary
(WSS) with known autocorrelations, cross- correlations, and
assuming a(m-1) order filter, the system function is given as
m−1 −n
W z = n=0 w(n)Z (4)

The estimated signal is p n given as

𝑚 −1
p n = 𝑙=0 𝑤 𝑙 𝑥(𝑛 − 𝑙) (5)

To get a minimum ξ it is necessary and sufficient that the Fig. 1

derivative of ξ with respect to w*(k) be equal to zero for k=0,
Block diagram of Wiener filter
1, 2....., p-1.

The above equation is known as, Wiener-Hopf equation for

𝜕𝜉 𝜕 FIR filtering. Now by using this weight vector as the system
∗
= E e n e∗ (n)
𝜕𝑤 (𝑘) 𝜕𝑤 ∗ (𝑘) functionality we will get the estimate of the desired signal. It
𝜕e ∗ (n)
= E e n =0 (6) is observed that when base-band signals are taken as input
𝑤 ∗ (𝑘)
then the Wiener output gives the statistically dependent
signals.
On combining (5) an (2) we get an equation below
𝑚 −1
𝑒 𝑛 =𝑑 𝑛 − 𝑙=0 𝑤 𝑙 𝑥 𝑛−𝑙 (7)
III. Orthogonalization of signals
Now e*(n) can be given as

𝜕𝑒 ∗ (𝑛)
So we need to shift and scale the wiener outputs, such that
= −𝑥 ∗ (𝑛 − 𝑘) they become orthogonal, now consider 𝑋 and 𝑌 are the wiener
𝜕𝑤 ∗ (𝑘)
(8) outputs and 𝑌1 and 𝑌2 be newly formed orthogonal signals

Now (6) can be re-written as 𝑌1 = 𝑋𝑐𝑜𝑠 𝜃 + 𝑌𝑠𝑖𝑛 𝜃 (14)

𝐸 𝑒 𝑛 𝑥 ∗ 𝑛 − 𝑘 = 0; For K=0 to m-1 𝑌2 = −𝑋𝑠𝑖𝑛 𝜃 + 𝑌𝑐𝑜𝑠(𝜃)

If X͞ &Y͞ are the means of the random process X and Y,

This is known as projection theorem or orthogonality respectively, and 𝜎𝑋 and 𝜎𝑦 be the standard deviations of X and
condition. Y respectively, and 𝜎𝑌2 and 𝜎𝑌2 the variance of X and Y
respectively, and 𝜌 be the correlation coefficient, then the
On substituting (8) in (6), (6) changes to means of Y1 and Y2 are given as
 V. Results
Y͞ 1 = X͞ 𝑐𝑜𝑠 𝜃 + Y͞ 𝑠𝑖𝑛 𝜃
Y͞ 2 = −X͞ 𝑠𝑖𝑛 𝜃 + Y͞ 𝑐𝑜𝑠 𝜃 (15)

Covariance of Y1 and Y2 is given as

𝐶𝑌1𝑌2 = 𝐸{(𝑌1 − Y͞ 1 )(𝑌2 − Y͞ 2 ) (16)

= 𝐸[{ 𝑋 − X͞ cos θ + (Y − Y͞)sin(𝜃)}{− 𝑋 − X͞ sin θ +

Y − Y͞ cos θ }]

= 𝜎𝑌2 − 𝜎𝑋2 sin 𝜃 cos 𝜃 + 𝐶𝑋𝑌 𝑐𝑜𝑠 2 𝜃 − 𝑠𝑖𝑛2 𝜃 .

1
= 𝜎𝑌2 − 𝜎𝑋2 sin 2𝜃 + 𝐶𝑋𝑌 cos⁡
(2𝜃) . (17)
2

Covariance of 𝑋 and Y is given as

Fig. 3
𝐶𝑋𝑌 = 𝐸[(𝑋 − X ͞)( Y − Y͞)]=𝜌𝜎𝑋 𝜎𝑌 . (18) Speech signal-1 with and without noise
To make 𝑌1 and 𝑌2 to be uncorrelated, we must have 𝐶𝑌1𝑌2 =
0.

By above condition (17) can be written as

1 2ρ xy ×σ x ×σ y
𝜃 = ( ) × (tan−1 ) (19)
2 σ 2x −σ 2y

If we use (19) in (14) Y1 &Y2 are made statistically

independent or orthogonal.

IV. Orthogonal Wiener Filter

Two male frequencies are taken and added with some random
noise (here we used Additive white Gaussian Noise
(AWGN)), these noise corrupted signals are added together,
If these signals are passed through wiener filter, the output-
signals are contains one signal as major and other signal as Fig. 4
minor components in both desired signals, we need to make Speech signal-2 with and without noise
these output signals orthogonal using (14) and (19) and these
orthogonal signals are passed through a wiener filter such that
we can estimate the desired signal with minimum mean square
value [MMSE]

Fig. 2
Block diagram of the application of wiener filter making signals
orthogonal Fig. 5
Mixed signal with noise and without noise
Fig. 6
Spectrum of signal-1 with noise Fig. 9
Spectrum of signal-1 wiener output

Fig. 7
Spectrum of signal-2 with noise Fig. 10
Spectrum of signal-2 wiener output

Fig. 8
Spectrum of mixed signal with noise
Fig. 11
Spectrum of signal-1 wiener output after making independent
Fig. 12
Spectrum of signal-2 wiener output after making independent

Fig. 15
MMSE Vs SNR is plotted for Wiener output of signal-1, wiener
output of signal-2, wiener output of orthogonalsignal-1 and
wiener output of orthogonal signal-2

From Fig.15 we can observe that MMSE is very less for

the wiener outputs of the orthogonal signals when
compared to initial wiener outputs and the MMSE is
good for the SNR level 0dB to around 10dB and then
increases and decreases as shown in Fig.15.
Fig. 13
VI. CONCLUSION
Spectrum of wiener output of orthogonal signal-1
We observed that, considering orthogonal signals as the input
for wiener filter produces an estimate of a desired signal with
a minimum mean square error when compared to the outputs
of wiener filter, if the noise corrupted data is mixed with more
than two base-band frequencies the proposed algorithm is not
able to make signals orthogonal. Further work is based on the
making signals orthogonal by the usage of orthonormal basis,
so that more than two signals are made orthogonal.

References
[1] Bram Cornelis, Marc Moonen, Jan Wouters” Performance Analysis of
Multichannel Wiener Filter-Based Noise Reduction in Hearing Aids
Under Second Order Statistics Estimation Errors”, IEEE
TRANSACTIONS ON AUDIO, SPEECH, AND LANGUAGE
PROCESSING, VOL. 19, pp. 1368-1381, NO. 5, JULY 2011
[2] Nayan Modhave,Yepuganti Karuna, sourabh toned,” Design of matrix
wiener filter for noise reduction and speech enhancement in hearing aid”
IEEE International Conference On Recent Trends In Electronics
Information Communication Technology, May 20-21, 2016, India.

Fig. 14
Spectrum of wiener output of orthogonal signal-2
[3] Roy M.Howard"Power Spectral Density of Standard Random process
Part1"Wiley-IEEE Press 10.1002/0471439207.ch5,2002.
[4] J. Meyer "Multichannel speech enhancement in a car environment using
wiener filtering and spectral subtraction", Proceedings of IEEE
International Conference on Acoustic. Speech Signal Process.
(ICASSP), 1997.
[5] Zhen Xiaodan, Hao Kaixue,Li Mei” The deconvolution algorithm of
incremental wiener filtering based on pseudo-random sequences ” IEEE
advanced information Management Communicates Electronic and
Automation Control Conference(IMCEC),3-5 October.2016.

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