Fast design of direct and ladder Wiener filters with linear phase

In this paper, the problem of computationally efficient design of finite impulse response Wiener filters with linear phase is considered. For stationary signals these filters are determined by the solution of normal systems of equations whose associated matrix has a Toeplitz-plus (or minus)-Hankel structure. A fast order recursive algorithm for solving these normal equations is developed. The componentparts of this scheme are the Levinson algoritun and an elegant relationship connecting Wiener filters and Wiener filters with linear phase. Finally, it is shown that the well known two multiplier lattice structure introduced by Itakura and Saito can be used in a natural way to realize a ladder Wiener filter with linear phase.