Adaptive filter theory / Simon Haykin, Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada
Material type: TextPublication details: Upper Saddle River, New Jersey : Pearson, [2014]Edition: 5th edDescription: xvii, 889 pages : illustrations ; 25 cmContent type:- text
- unmediated
- volume
- 9780132671453
- 013267145X
- 621.3815824
- TK7872.F5 H368 2014
- TK7872.F5 H368 2014
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Books | Centeral Library Second Floor - Engineering & Architecture | 621.3815824 H.S.A 2014 (Browse shelf(Opens below)) | Available | 21822 |
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621.381548 BDE 2013 Electronic instrumentation and measurements / | 621.381548 BDE 2013 Electronic instrumentation and measurements / | 621.381548 K.H.E 1971 Electronic instrumentation | 621.3815824 H.S.A 2014 Adaptive filter theory / | 621.3817 M.J.M 1987 Microelectronics / | 621.38195835 L.D.D 1985 Design of logic systems / | 621.382 Basics of VLSI Design With VHDL |
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
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