35986841_10216840653711318_1105697261150535680_n

Adaptive filter theory /

Haykin, Simon S., 1931-

Adaptive filter theory / Simon Haykin, Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada - 5th ed. - Upper Saddle River, New Jersey : Pearson, [2014] - xvii, 889 pages : illustrations ; 25 cm

Preface -- Acknowledgments -- Background and preview -- Stochastic processes and models -- Wiener filters -- Linear prediction -- Method of steepest descent -- Method of stochastic gradient descent -- The least-mean-square (LMS) algorithm -- Normalized least-mean-square (LMS) algorithm and its generalization -- Block-adaptive filters -- Method of least-squares -- The recursive least-square (RLS) algorithm -- Robustness -- Finite-precision effects -- Adaptation in nonstationary environments -- Kalman filters -- Square-root adaptive filtering algorithms -- Order-recursive adaptive filtering algorithm -- Blind deconvention -- Epilogue -- Appendix A: Theory of complex variables -- Appendix B: Wirtinger calculus for computing complex gradients -- Appendix C: Method of Lagrange multipliers -- Appendix D: Estimation theory -- Appendix E: Eigenanalysis -- Appendix F: Langevin equation of nonequilibrium thermodynamics -- Appendix G: Rotations and reflections -- Appendix H: Complex Wishart distribution

9780132671453 013267145X

2012025640

GBB256599 bnb

016102452 Uk


Adaptive filters

TK7872.F5 / H368 2014 TK7872.F5 / H368 2014

621.3815824