Wiener–Hopf equations

E624504

Wiener–Hopf equations are integral equations that arise in problems of filtering, prediction, and diffraction, forming the mathematical foundation for optimal linear filters such as the Wiener filter.

All labels observed (2)

Label Occurrences
Wiener–Hopf factorization 2
Wiener–Hopf equations canonical 1

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf integral equation ⓘ
mathematical concept ⓘ
appearsIn acoustic diffraction problems ⓘ
elasticity problems ⓘ
electromagnetic diffraction problems ⓘ
wave propagation problems ⓘ
appliesTo stationary stochastic processes ⓘ
time-invariant linear systems ⓘ
characterizedBy decomposition of functions into factors analytic in complementary half-planes ⓘ
field applied mathematics ⓘ
functional analysis ⓘ
mathematical physics ⓘ
probability theory ⓘ
signal processing ⓘ
foundationFor Wiener filter ⓘ
optimal linear filters ⓘ
goal determine optimal linear estimator ⓘ
minimize mean-square error ⓘ
hasForm integral equation on a half-line with convolution kernel ⓘ
historicalPeriod 20th century ⓘ
namedAfter Eberhard Hopf ⓘ
Norbert Wiener ⓘ
relatedTo Fredholm integral equations ⓘ
Toeplitz operators ⓘ
linked to: Toeplitz matrices

Volterra integral equations ⓘ
Wiener–Hopf factorization ⓘ
convolution equations ⓘ
solutionMethod Fourier transform ⓘ
Riemann–Hilbert problem techniques ⓘ
complex analysis ⓘ
factorization method ⓘ
typicalDomain half-line ⓘ
semi-infinite interval ⓘ
typicalKernel convolution kernel ⓘ
usedFor boundary value problems on half-spaces ⓘ
design of causal filters ⓘ
spectrum factorization ⓘ
usedIn control theory ⓘ
diffraction theory ⓘ
filtering theory ⓘ
prediction theory ⓘ
queueing theory ⓘ
random walk theory ⓘ
scattering theory ⓘ
stochastic processes ⓘ
time series analysis ⓘ

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Wiener filter → solves → Wiener–Hopf equations ⓘ
Szegő limit theorem → relatedTo → Wiener–Hopf factorization ⓘ
linked to: Wiener–Hopf equations
Wiener–Hopf equations → relatedTo → Wiener–Hopf factorization ⓘ
linked to: Wiener–Hopf equations