> I am attempting to code an IIR wiener filter for system identification in
> Matlab, but I am currently having some difficulty with the theory... Can
> someone please clarify?

As a bare minimum, you ought to post a short resyme of your general
approach, some keywords about the theory you have read up on, and
some details about what you do not understand.

> To find the spectral factorization, my understanding is that I take the
> roots of the autocorrelation sequence, then select those whose magnitude
> fall within the unit circle?

Sounds dodgy to me, but again, why not give a short summary of
what makes you think along these lines. There are a few people
here that might be of some help, but you need to explain the problem
in sufficient detail.
Rune

Reply by SlvrDreams●April 7, 20062006-04-07

I am attempting to code an IIR wiener filter for system identification in
Matlab, but I am currently having some difficulty with the theory... Can
someone please clarify?
To find the spectral factorization, my understanding is that I take the
roots of the autocorrelation sequence, then select those whose magnitude
fall within the unit circle?
Does anyone have any example IIR Wiener Matlab scripts? Thanks