A kepstrum approach to filtering, smoothing and prediction with application to speech enhancement

A kepstrum (or complex-cepstrum) approach to minimum-phase Wiener filtering of stationary scalar processes is proposed and solved for the case of signal plus coloured noise, where the noise possibly includes a white-noise component. A general solution is found in an innovations form. The spectral fa...

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Veröffentlicht in:Proceedings of the Royal Society. A, Mathematical, physical, and engineering sciences Mathematical, physical, and engineering sciences, 2003-12, Vol.459 (2040), p.2957-2976
Hauptverfasser: Moir, T. J., Barrett, J. F.
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Barrett, J. F.
description A kepstrum (or complex-cepstrum) approach to minimum-phase Wiener filtering of stationary scalar processes is proposed and solved for the case of signal plus coloured noise, where the noise possibly includes a white-noise component. A general solution is found in an innovations form. The spectral factorization of the noise model and of the signal-plus-noise model required for the solution are determined from data using the kepstrum technique with the fast Fourier transform. This approach avoids dependence on any form of multidimensional state-space or polynomial-based model and so avoids use of recursive parameter estimation or of Diophantine equations.
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subjects Cepstra
Coefficients
Coloured Noise
Complex Cepstrum
Data smoothing
Estimation methods
Estimators
Kepstrum
Noise spectra
Prediction
Signal noise
Smoothing
Statistical discrepancies
Supernova remnants
White noise
title A kepstrum approach to filtering, smoothing and prediction with application to speech enhancement
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