mex function implementation of Optimal FIR Wiener filter

The mex function implements an FIR Wiener filter. The computation involves an LU decomposition ...

In this mex function, C-subroutines to solve Yule-walker equation for an FIR Wiener filter solution are given as a mex function application example. The mex function shows great flexibility in combining existing C-functions and MATLAB environment. Furthermore, this example function can be used as a template to further develop other applications.

In terms of the usage of mex functions, particular attention is paid to the pointer translation between C and MATLAB. Self-developed libraries are easily built using this approach.

Thanks for Chris Hulbert's syntax help.