Adaptive Filtering: Algorithms and Practical Implementation

Springer Science & Business Media, 2002 - Computers - 568 pages
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.

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Contents

 INTRODUCTION TO ADAPTIVE FILTERING 1 FUNDAMENTALS OF ADAPTIVE FILTERING 15 THE LEASTMEANSQUARE LMS ALGORITHM 79 LMSBASED ALGORITHMS 139 CONVENTIONAL RLS ADAPTIVE FILTER 195 ADAPTIVE LATTICEBASED RLS ALGORITHMS 235

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Paulo S. R. Diniz received his B.Sc. and M.Sc degrees in Electrical Engineering from the Universidade Federal do Rio de Janeiro in 1979 and 1981, and his Ph.D. from Concordia University, Montreal, Canada in 1984. Paulo teaches at the undergraduate Department of Electronic Engineering at the UFRJ, and on the graduate Program of Electrical Engineering at COPPE/UFRJ, where he is presently a Professor. He served as undergraduate course coordinator and as Chairman of the graduate department. He is an active Senior Member of the IEEE and is an associate editor of two IEEE journals: 'Transactions on Signal Processing' and 'Circuits, Systems and Digital Signal Processing'.