Adaptive Filter Theory (4th Edition)

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9780130901262: Adaptive Filter Theory (4th Edition)

Adaptive Filter Theory, 4e, is ideal for courses in Adaptive Filters.

Haykin examines both the mathematical theory behind various linear adaptive filters and the elements of supervised multilayer perceptrons. In its fourth edition, this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible.

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From the Publisher:

Haykin examines both the mathematical theory behind various linear adaptive filters with finite-duration impulse response (FIR) and the elements of supervised neural networks. The Third Edition of this highly successful book has been updated and refined to keep current with the field and develop concepts in as unified and accessible a manner as possible.

From the Back Cover:

CONTENTS

Preface
Acknowledgments
Background and Preview

  • Chapter 1 Stochastic Processes and Models
  • Chapter 2 Wiener Filters
  • Chapter 3 Linear Prediction
  • Chapter 4 Method of Steepest Descent
  • Chapter 5 Least-Mean-Square Adaptive Filters
  • Chapter 6 Normalized Least-Mean-Square Adaptive Filters
  • Chapter 7 Frequency-Domain and Subband Adaptive Filters
  • Chapter 8 Method of Least Squares
  • Chapter 9 Recursive Least-Square Adaptive Filters
  • Chapter 10 Kalman Filters
  • Chapter 11 Square-Root Adaptive Filters
  • Chapter 12 Order-Recursive Adaptive Filters
  • Chapter 13 Finite-Precision Effects
  • Chapter 14 Tracking of Time-Varying Systems
  • Chapter 15 Adaptive Filters Using Infinite-Duration Impulse Response Structures
  • Chapter 16 Blind Deconvolution
  • Chapter 17 Back-Propagation Learning

Epilogue

  • Appendix A Complex Variables
  • Appendix B Differentiation with Respect to a Vector
  • Appendix C Method of Lagrange Multipliers
  • Appendix D Estimation Theory
  • Appendix E Eigenanalysis
  • Appendix F Rotations and Reflections
  • Appendix G Complex Wishart Distribution
  • Glossary
  • Bibliography
  • Index

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