Adaptive Filtering: Algorithms and Practical Implementation, Second Edition, presents a concise overview of adaptive filtering, covering as many algorithms as possible in a unified form that avoids repetition and simplifies notation. It is suitable as a textbook for senior undergraduate or first-year graduate courses in adaptive signal processing and adaptive filters. The philosophy of the presentation is to expose the material with a solid theoretical foundation, to concentrate on algorithms that really work in a finite-precision implementation, and to provide easy access to working algorithms. Hence, practicing engineers and scientists will also find the book to be an excellent reference.
This second edition contains a substantial amount of new material:
-Two new chapters on nonlinear and subband adaptive filtering;
-Linearly constrained Weiner filters and LMS algorithms;
-LMS algorithm behavior in fast adaptation;
-Affine projection algorithms;
-Derivation smoothing;
-MATLAB codes for algorithms.
An instructor's manual, a set of master transparencies, and the MATLAB codes for all of the algorithms described in the text are also available.
Useful to both professional researchers and students, the text includes 185 problems; over 38 examples, and over 130 illustrations. It is of primary interest to those working in signal processing, communications, and circuits and systems. It will also be of interest to those working in power systems, networks, learning systems, and intelligent systems.
Adaptive Filtering: Algorithms and Practical Implementation, Third Edition, presents basic concepts of adaptive signal processing and filtering in a concise and straightforward manner. It concentrates on on-line algorithms whose adaptation occurs whenever a new sample of each environment signal is available. The material also illustrates block algorithms using a sub-band filtering framework whose adaptation occurs when a new block of data is available. Highlights of the new edition include: Expanded treatment of complex algorithms throughout the book New chapters on Data-Selective and Blind Adaptive Filtering An enlarged discussion of linear-constrained Wiener filters Detailed analysis of the affine projection algorithm Updated derivations and many new examples A primer on Kalman filtering in Appendix D as a complement to RLS algorithms. Algorithms are presented in a unified framework using a consistent notation that facilitates their actual implementation. The main algorithms are summarized and described in tables. Many examples address problems drawn from actual applications. The family of LMS and RLS algorithms as well as set-membership, sub-band, blind, nonlinear and IIR adaptive filtering, are covered. Problems are included at the end of chapters. Adaptive Filtering: Algorithms and Practical Implementation, Third Edition, is intended for advanced undergraduate and graduate students studying adaptive filtering and will also serve as an up-to-date and useful reference for professional engineers working in the field.