Solving 2-d wiener filtering problem using the block cholesky decomposition

Abstract

Justice (1977) has presented a Leviiison-typc- solution for two dimensional Wiener filtering problem. Since the solution is based on the Szego polynomials, it is necessary to calculate the bivariate Szego polynomials to obtain it In this paper, an alternative solution of the problem is proposed, which is based on the block Cholesky decomposition of the inverse of a Hermi-tian block Toeplitz matrix. Since the block Choiesky decomposition can be accomplished through the Whittle algorithm, the new solution is easy to implement into a computer program.