Adaptive Filter Theory

CONTENTS

Preface
Acknowledgments
Background and Preview

• Chapter 1
  Stochastic Processes and Models
• Chapter 2 Wiener Filters
• Chapter 3 Linear Prediction
• Chapter 4 Method of Steepest Descent
• Chapter 5 Least-Mean-Square Adaptive Filters
• Chapter 6 Normalized Least-Mean-Square Adaptive Filters
• Chapter 7 Frequency-Domain and Subband Adaptive Filters
• Chapter 8 Method of Least Squares
• Chapter 9 Recursive Least-Square Adaptive Filters
• Chapter 10 Kalman Filters
• Chapter 11 Square-Root Adaptive Filters
• Chapter 12 Order-Recursive Adaptive Filters
• Chapter 13 Finite-Precision Effects
• Chapter 14 Tracking of Time-Varying Systems
• Chapter 15 Adaptive Filters Using Infinite-Duration Impulse Response Structures
• Chapter 16 Blind Deconvolution
• Chapter 17 Back-Propagation Learning

Epilogue

• Appendix A Complex Variables
• Appendix B Differentiation with Respect to a Vector
• Appendix C Method of Lagrange Multipliers
• Appendix D Estimation Theory
• Appendix E Eigenanalysis
• Appendix F Rotations and Reflections
• Appendix G Complex Wishart Distribution
• Glossary
• Bibliography
• Index

Adaptive Filter Theory looks at both the mathematical theory behind various linear adaptive filters with finite-duration impulse response (FIR) and the elements of supervised neural networks. Up-to-date and in-depth treatment of adaptive filters develops concepts in a unified and accessible manner.

This highly successful book provides comprehensive coverage of adaptive filters in a highly readable and understandable fashion. Includes an extensive use of illustrative examples; and MATLAB experiments, which illustrate the practical realities and intricacies of adaptive filters, the codes for which can be downloaded from the Web. Covers a wide range of topics including Stochastic Processes, Wiener Filters, and Kalman Filters.

For those interested in learning about adaptive filters and the theories behind them.

Booknews

At a level suitable for graduate courses on adaptive signal processing, this textbook develops the mathematical theory of various realizations of linear adaptive filters with finite-duration impulse response, and also provides an introductory treatment of supervised neural networks. Numerous computer experiments illustrate the underlying theory and applications of the LMS (least mean-square) and RLS (recursive-least-squares) algorithms, and problems conclude each chapter. Annotation c. Book News, Inc., Portland, OR (booknews.com)