Fundamentals of adaptive filtering

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Ali H. Sayed - Fundamentals of adaptive filtering.
Here is a fresh, broad, and systematic treatment of adaptive filtering, a subject of immense practical and theoretical value. The author illustrates extensive... Lire la suite
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Résumé

Here is a fresh, broad, and systematic treatment of adaptive filtering, a subject of immense practical and theoretical value. The author illustrates extensive commonalities that exist among different classes of adaptive algorithms and even among different filtering theories. He also provides a uniform treatment of the subject matter, addressing some existing limitations, providing additional insights, and detailing extensions of current theory. The book is designed to be self-contained, with careful attention given to appendices, problems, examples, and a variety of practical computer projects. The bibliography is up-to-date with extensive commentaries on how the contributions relate to each other in time and in context. Each chapter includes concepts that reinforce the principles covered, bibliographic notes for further study, numerous problems that vary in difficulty and applications, computer projects that illustrate real-life applications, and helpful appendices.

Sommaire

    • Optimal estimation
    • Linear estimation
    • Constrained linear estimation
    • Steepest-descent algorithms
    • Stochastic-gradient algorithms
    • Steady-State performance of adaptive filters
    • Tracking performance of adaptive filters
    • Finite precision effects
    • Transient performance of adaptive filters
    • Block adaptive filters
    • The least-squares criterion
    • Recursive least-squares
    • RLS Array algorithms
    • Fast fixed-order filters
    • Lattice filters
    • Laguerre adaptive filters
    • Robust adaptive filters

Caractéristiques

  • Date de parution
    01/01/2003
  • Editeur
  • ISBN
    0-471-46126-1
  • EAN
    9780471461265
  • Présentation
    Relié
  • Nb. de pages
    1125 pages
  • Poids
    2.465 Kg
  • Dimensions
    20,9 cm × 26,2 cm × 5,9 cm

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À propos de l'auteur

Biographie d'Ali H. Sayed

Ali H. Sayed, PhD, is a professor of electrical engineering at UCLA, where he established and directs the adaptive systems laboratory. He is a Fellow of the IEEE for his contributions to adaptive filtering and estimation algorithms.

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