Adaptive filter theory

Bibliographic Information

Adaptive filter theory

Simon Haykin

(Prentice-Hall information and system sciences series)

Prentice-Hall, c2002

4th ed

Available at  / 43 libraries

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Note

Includes bibliographical references (p. 870-911) and index

Description and Table of Contents

Description

Adaptive Filter Theory, 4e, is ideal for courses in Adaptive Filters. Haykin examines both the mathematical theory behind various linear adaptive filters and the elements of supervised multilayer perceptrons. In its fourth edition, 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

Background and Overview. 1. Stochastic Processes and Models. 2. Wiener Filters. 3. Linear Prediction. 4. Method of Steepest Descent. 5. Least-Mean-Square Adaptive Filters. 6. Normalized Least-Mean-Square Adaptive Filters. 7. Transform-Domain and Sub-Band Adaptive Filters. 8. Method of Least Squares. 9. Recursive Least-Square Adaptive Filters. 10. Kalman Filters as the Unifying Bases for RLS Filters. 11. Square-Root Adaptive Filters. 12. Order-Recursive Adaptive Filters. 13. Finite-Precision Effects. 14. Tracking of Time-Varying Systems. 15. Adaptive Filters Using Infinite-Duration Impulse Response Structures. 16. Blind Deconvolution. 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. Abbreviations. Principal Symbols. Bibliography. Index.

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Details

  • NCID
    BA54284277
  • ISBN
    • 0130901261
  • LCCN
    01021604
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Upper Saddle River, N.J.
  • Pages/Volumes
    xvi, 920 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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