Screen LibraryAdaptive filter theory /
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| Main Authors: | |
|---|---|
| Published: |
Pearson,
|
| Publisher Address: | Upper Saddle River, New Jersey : |
| Publication Dates: | [2014] |
| Literature type: | Book |
| Language: | English |
| Edition: | Fifth edition. |
| Subjects: | |
| Item Description: | Includes bibliographical references (pages 846-878) and index. |
| Carrier Form: | xvii, 889 pages : illustrations ; 25 cm |
| ISBN: |
9780132671453 013267145X |
| Index Number: | TK7872 |
| CLC: | TN713 |
| Call Number: | TN713/H419/5th ed. |
| Contents: | 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. |