| Abstract: | The system of normal equations associated with the discrete Wiener filter is sometimes ill-conditioned. The purpose of this paper is to show that in such cases the solutions obtained vary drastically with the particular choice of an algorithm and of the computer used for its implementation. A review of the basic mathematical theory behind an ill-conditioned matrix is first presented. Numerical examples are then given to illustrate that the solutions of the normal equations are sensitive to the word length of a given computer. Finally, two possible remedies are described: (1) The well-known method of prewhitening and (2) the use of the conjugate-gradient algorithm for solving the normal equations. |
