从将时间序列的Z变换分解成物理可实现与物理不可实现两部分之和入手 ,通过严密的数学推导 ,简化了噪声与信号不相关时因果维纳滤波器的均方误差计算公式 ,证明因果维纳滤波器与非因果维纳滤波器的均方误差计算公式总是具有完全相同的形式 ,有助于对维纳滤波器的学习和掌握。 From decomposing the time series Z transformation into the sum of the physically achievable and the physically unrealizable two parts, through the rigorous mathematical derivation, the calculation formula of the mean square error of the causal Wiener filter when the noise and the signal are irrelevant is simplified, and the causality is proved Wiener filter and non-causal Wiener filter mean square error calculation formula always has exactly the same form, contribute to the Wiener filter learning and mastery.