Adaptive filter theory

Bibliographic Information

Adaptive filter theory

Simon Haykin

(Prentice-Hall information and system sciences series)

Prentice-Hall, c1996

3rd ed, Prentice Hall international editions

  • : pbk.

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Note

Bibliography: p. 941-977

Includes index

Description and Table of Contents

Description

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.

Table of Contents

(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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Details

  • NCID
    BA40072962
  • ISBN
    • 0133979857
  • LCCN
    95011120
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Upper Saddle River, N.J.
  • Pages/Volumes
    xvii, 989 p.
  • Size
    24 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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