عنوان

Adaptive filter theory /

013267145X

9780132671453

Adaptive filter theory /

[Book]

Simon Haykin, Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada.

Fifth edition.

Upper Saddle River, New Jersey :

Pearson,

[2014]

xvii, 889 pages :

illustrations ;

25 cm

Includes bibliographical references (pages 846-878) and index.

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.

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Adaptive filters.

Adaptive filters.

Haykin, Simon S.,1931-

20200822085447.0

rda

[Book]

Y