Adaptive filter theory
著者
書誌事項
Adaptive filter theory
（Prentice-Hall information and system sciences series）
Prentice-Hall, c1996
3rd ed, Prentice Hall international editions
- : pbk.
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Adaptive filter theory / Simon Haykin
BA27959392
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Adaptive filter theory / Simon Haykin
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注記
Bibliography: p. 941-977
Includes index
内容説明・目次
内容説明
Appropriate for graduate-level courses in Adaptive Signal Processing.
Haykin examines both the mathematical theory behind various linear adaptive filters with finite-duration impulse response (FIR) and the elements of supervised neural networks. The Third Edition of this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible.
目次
(NOTE: Each chapter ends with Summary and Discussion, and Problems.)
Introduction.
I. BACKGROUND MATERIAL.
1. Discrete-Time Signal Processing.
2. Stationary Processes and Models.
3. Spectrum Analysis.
4. Eigenanalysis.
II. LINEAR OPTIMUM FILTERING.
5. Wiener Filters.
6. Linear Prediction.
7. Kalman Filters.
III. LINEAR ADAPTIVE FILTERING.
8. Method of Steepest Descent.
9. Least-Mean Square Algorithm.
10. Frequency-Domain Adaptive Filters.
11. Method of Least Squares.
12. Rotations and Reflections.
13. Recursive Least-Squares Algorithm.
14. Square-Root Adaptive Filters.
15. Order-Recursive Adaptive Filters.
16. Tracking of Time-Varying Systems.
17. Finite-Precision Effects.
IV. NONLINEAR ADAPTIVE FILTERING.
18. Blind Deconvolution.
19. Back-Propagation Learning.
20. Radial Basis Function Networks.
Appendix A: Complex Variables.
Appendix B: Differentiation with Respect to a Vector.
Appendix C: Method and Lagrange Multipliers.
Appendix D: Estimation Theory.
Appendix E: Maximum-Entropy Method.
Appendix F: Minimum-Variance Distortionless Response Spectrum.
Appendix G: Gradient Adaptive Lattice Algorithm.
Appendix H: Solution of the Difference Equation (9.75).
Appendix I: Steady-State Analysis of the LMS Algorithm without Invoking the Independence Assumption.
Appendix J: The Complex Wishart Distribution.
Glossary.
Abbreviations.
Principal Symbols.
Bibliograghy.
Index.
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