S1.Introduction o 'given statistics'case Wiener filter theory:Probabilistic cost function statistical information on the stochastic processes involved is available. The Wiener-Hopf equations may be solved if the correlation matrix and cross-correlation vector are given. o‘given data'case In most applications,however,only data sequences are given,so that the process statistics have to be estimated from these data. Data based cost function. 2020-01-18 32020-01-18 3 S1. Introduction  ‘given statistics’ case  Wiener filter theory：Probabilistic cost function  statistical information on the stochastic processes involved is available.  The Wiener-Hopf equations may be solved if the correlation matrix and cross-correlation vector are given.  ‘given data’ case  In most applications, however, only data sequences are given, so that the process statistics have to be estimated from these data.  Data based cost function