A wave theory of Wiener filtering and adaptive filtering

Tapped-delay line adaptive filters excited by stationary random signals can be analyzed with the aid of techniques borrowed from transmission-line theory. Equivalent sources generate waves that propagate symmetrically towards the line terminations and are reflected there. If the line is sufficiently long, multiple reflections can be neglected. Under this assumption the wave approach yields a number of new statements and explicit results. The method is illustrated by determining the inverse of the correlation matrix.