1st Edition
Adaptive Filtering Primer with MATLAB
238 Pages
78 B/W Illustrations
by
CRC Press
238 Pages
by
CRC Press
240 Pages
78 B/W Illustrations
by
CRC Press
Also available as eBook on:
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... Read more
INTRODUCTION
Signal Processing
An Example
Outline of the Text
DISCRETE-TIME SIGNAL PROCESSING
Discrete Time Signals
Transform-Domain Representation of Discrete-Time Signals
The Z-Transform
Discrete-Time Systems
Problems
Hints-Solutions-Suggestions
RANDOM VARIABLES, SEQUENCES, AND STOCHASTIC PROCESSES
Random Signals and Distributions
Averages
Stationary Processes
Special Random Signals and Probability Density Functions
Wiener-Khinchin Relations
Filtering Random Processes
Special Types of Random Processes
Nonparametric Spectra Estimation
Parametric Methods of power Spectral Estimation
Problems
Hints-Solutions-Suggestions
WIENER FILTERS
The Mean-Square Error
The FIR Wiener Filter
The Wiener Solution
Wiener Filtering Examples
Problems
Hints-Solutions-Suggestions
EIGENVALUES OF RX - PROPERTIES OF THE ERROR SURFACE
The Eigenvalues of the Correlation Matrix
Geometrical Properties of the Error Surface
Problems
Hints-Solutions-Suggestions
NEWTON AND STEEPEST-DESCENT METHOD
One-Dimensional Gradient Search Method
Steepest-Descent Algorithm
Problems
Hints-Solutions-Suggestions
THE LEAST MEAN-SQUARE (LMS) ALGORITHM
Introduction
Derivation of the LMS Algorithm
Examples Using the LMS Algorithm Equation
Performance Analysis of the LMS Algorithm Equation
Learning Curve
Complex Representation of LMS Algorithm
Problems
Hints-Solutions-Suggestions
VARIATIONS OF LMS ALGORITHMS
The Sign Algorithms
Normalized LMS (NLMS) Algorithm
Variable Step-Size LMS (VSLMS) Algorithm
The Leaky LMS Algorithm
Linearly Constrained LMS Algorithm
Self-Correcting Adaptive Filtering (SCAF)
Transform Domain Adaptive LMS Filtering
Error Normalized LMS Algorithms
Problems
Hints-Solutions-Suggestions
LEAST SQUARES AND RECURSIVE LEAST-SQUARES SIGNAL PROCESSING
Introduction to Least Squares
Least-Square Formulation
Least-Squares Approach
Orthogonality Principle
Projection Operator
Least-Squares Finite Impulse Response Filter
Introduction to RLS Algorithm
Problems
Hints-Solutions-Suggestions
ABBREVIATIONS
BIBLIOGRAPHY
APPENDIX A: MATRIX ANALYSIS
INDEX
Signal Processing
An Example
Outline of the Text
DISCRETE-TIME SIGNAL PROCESSING
Discrete Time Signals
Transform-Domain Representation of Discrete-Time Signals
The Z-Transform
Discrete-Time Systems
Problems
Hints-Solutions-Suggestions
RANDOM VARIABLES, SEQUENCES, AND STOCHASTIC PROCESSES
Random Signals and Distributions
Averages
Stationary Processes
Special Random Signals and Probability Density Functions
Wiener-Khinchin Relations
Filtering Random Processes
Special Types of Random Processes
Nonparametric Spectra Estimation
Parametric Methods of power Spectral Estimation
Problems
Hints-Solutions-Suggestions
WIENER FILTERS
The Mean-Square Error
The FIR Wiener Filter
The Wiener Solution
Wiener Filtering Examples
Problems
Hints-Solutions-Suggestions
EIGENVALUES OF RX - PROPERTIES OF THE ERROR SURFACE
The Eigenvalues of the Correlation Matrix
Geometrical Properties of the Error Surface
Problems
Hints-Solutions-Suggestions
NEWTON AND STEEPEST-DESCENT METHOD
One-Dimensional Gradient Search Method
Steepest-Descent Algorithm
Problems
Hints-Solutions-Suggestions
THE LEAST MEAN-SQUARE (LMS) ALGORITHM
Introduction
Derivation of the LMS Algorithm
Examples Using the LMS Algorithm Equation
Performance Analysis of the LMS Algorithm Equation
Learning Curve
Complex Representation of LMS Algorithm
Problems
Hints-Solutions-Suggestions
VARIATIONS OF LMS ALGORITHMS
The Sign Algorithms
Normalized LMS (NLMS) Algorithm
Variable Step-Size LMS (VSLMS) Algorithm
The Leaky LMS Algorithm
Linearly Constrained LMS Algorithm
Self-Correcting Adaptive Filtering (SCAF)
Transform Domain Adaptive LMS Filtering
Error Normalized LMS Algorithms
Problems
Hints-Solutions-Suggestions
LEAST SQUARES AND RECURSIVE LEAST-SQUARES SIGNAL PROCESSING
Introduction to Least Squares
Least-Square Formulation
Least-Squares Approach
Orthogonality Principle
Projection Operator
Least-Squares Finite Impulse Response Filter
Introduction to RLS Algorithm
Problems
Hints-Solutions-Suggestions
ABBREVIATIONS
BIBLIOGRAPHY
APPENDIX A: MATRIX ANALYSIS
INDEX
Biography
Alexander D. Poularikas, Zayed M. Ramadan
