Optimal and Adaptive Signal Processing covers the theory of optimal and adaptive signal processing using examples and computer simulations drawn from a wide range of applications, including speech and audio, communications, reflection seismology and sonar systems. The material is presented without a heavy reliance on mathematics and focuses on one-dimensional and array processing results, as well as a wide range of adaptive filter algorithms and implementations. Topics discussed include random signals and optimal processing, adaptive signal processing with the LMS algorithm, applications of adaptive filtering, algorithms and structures for adaptive filtering, spectral analysis, and array signal processing.
Optimal and Adaptive Signal Processing is a valuable guide for scientists and engineers, as well as an excellent text for senior undergraduate/graduate level students in electrical engineering.
Introduction. Random Signal Analysis: Discrete Random Signals. Spectral Representations of Discrete Random Signals. Response of Linear Systems to Random Signals. Random Signal Models. The Power Spectrum and the Phase of the Generating System. Estimation of Moments. Appendix 2A-Calculating the Correlation via Contour Integration. Optimal Signal Processing: Optimal Estimation Procedures. Optimal Least-Squares Filter Design. Applications of Least-Squares Filters. Appendix 3A-Positive Semi-Definite Form of the Autocorrelation Matrix. Appendix 3B-The Levinson Recursion. Appendix 3C-Durbin's Algorithm. Appendix 3D-Minimum Phase Property for the Prediction Error Filter. Introduction to Adaptive Signal Processing: Adaptive Signal Processing with the LMS Algorithm. Performance of the LMS Adaptive Filter. Appendix 4A-Diagonalization of the Correlation Matrix. Applications of Adaptive Filtering: Adaptive Noise Cancellation (ANC). Adaptive Line Enhancement. Adaptive Filters for Time-Delay Estimation. Some Applications of Adaptive Filtering to Communications. Appendix 5A-Matched Filter for Sinusoid in White Noise. Adaptive Signal Processing: Algorithms and Structures: General Remarks. LMS Variants. Recursive Least-Squares Algorithms. IIR Adaptive Filters. Lattice Structure Adaptive Filters. Frequency Domain Implementations of Adaptive Filters. Applications Revisited. Appendix 6A-Forward and Backwards Prediction Error Energy. Appendix 6B-Lattice Reflection Coefficients and the Prediction Error Filter. Appendix 6C-Linear and Circular Convolution. Methods of Spectral Estimation: Introduction. Periodogram Methods of Spectral Estimation. Blackman-Turkey Spectral Estimation. Parametric Spectral Estimation. Minimum Variance Spectral Estimation. Appendix 7A-Alternate Form for the Power Spectrum. Adaptive Arrays: Array Signal Processing. Array Shading. Optimal Arrays. Adaptive Systems. Index.