Adaptive filtering primer with MATLAB

著者

書誌事項

Adaptive filtering primer with MATLAB

Alexander D. Poularikas, Zayed M. Ramadan

(A CRC Press book)

CRC/Taylor & Francis, 2006

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注記

Includes bibliographical references (p. 205)

内容説明・目次

内容説明

Because of the wide use of adaptive filtering in digital signal processing and, because most of the modern electronic devices include some type of an adaptive filter, a text that brings forth the fundamentals of this field was necessary. The material and the principles presented in this book are easily accessible to engineers, scientists, and students who would like to learn the fundamentals of this field and have a background at the bachelor level. Adaptive Filtering Primer with MATLAB (R) clearly explains the fundamentals of adaptive filtering supported by numerous examples and computer simulations. The authors introduce discrete-time signal processing, random variables and stochastic processes, the Wiener filter, properties of the error surface, the steepest descent method, and the least mean square (LMS) algorithm. They also supply many MATLAB (R) functions and m-files along with computer experiments to illustrate how to apply the concepts to real-world problems. The book includes problems along with hints, suggestions, and solutions for solving them. An appendix on matrix computations completes the self-contained coverage. With applications across a wide range of areas, including radar, communications, control, medical instrumentation, and seismology, Adaptive Filtering Primer with MATLAB (R) is an ideal companion for quick reference and a perfect, concise introduction to the field.

目次

Introduction. Discrete-Time Signal Processing. Random Variables, Sequences, and Stochastic Processes. Wiener Filters. Eigenvalues of Rx - Properties of the Error Surface. Newton and Steepest-Descent Method. The Least Mean-Square (LMS) Algorithm. Variations of LMS Algorithms. Least Squares and Recursive Least-Squares Signal Processing. Abbreviations. Bibliography. Appendix A: Matrix Analysis. Index.

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