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Adaptive Filter Theory

S. Haykin

Open publisher page 12,672 citations

Abstract

Background and Overview. 1. Stochastic Processes and Models. 2. Wiener Filters. 3. Linear Prediction. 4. Method of Steepest Descent. 5. Least-Mean-Square Adaptive Filters. 6. Normalized Least-Mean-Square Adaptive Filters. 7. Transform-Domain and Sub-Band Adaptive Filters. 8. Method of Least Squares. 9. Recursive Least-Square Adaptive Filters. 10. Kalman Filters as the Unifying Bases for RLS Filters. 11. Square-Root Adaptive Filters. 12. Order-Recursive Adaptive Filters. 13. Finite-Precision Effects. 14. Tracking of Time-Varying Systems. 15. Adaptive Filters Using Infinite-Duration Impulse Response Structures. 16. Blind Deconvolution. 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. Abbreviations. Principal Symbols. Bibliography. Index.

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What this paper is about

Background and Overview. 1. Stochastic Processes and Models. 2. Wiener Filters. 3. Linear Prediction. 4. Method of Steepest Descent. 5. Least-Mean-Square Adaptive Filters. 6. Normalized Least-Mean-Square Adaptive Filters. 7. Transform-Domain and Sub-Band Adaptive Filters. 8. Method of Least Squares. 9. Recursive Least-Square Adaptive Filters. 10. Kalman Filters as the Unifying Bases for RLS Filters. 11. Square-Root Adaptive Filters. 12. Order-Recursive Adaptive Filters. 13. Finite-Precision Effects. 14. Tracking of Time-Varying Systems. 15. Adaptive Filters Using Infinite-Duration Impulse Response Structures. 16. Blind Deconvolution. 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. Abbreviations. Principal Symbols. Bibliography. Index.

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Available abstract

Background and Overview. 1. Stochastic Processes and Models. 2. Wiener Filters. 3. Linear Prediction. 4. Method of Steepest Descent. 5. Least-Mean-Square Adaptive Filters. 6. Normalized Least-Mean-Square Adaptive Filters. 7. Transform-Domain and Sub-Band Adaptive Filters. 8. Method of Least Squares. 9. Recursive Least-Square Adaptive Filters. 10. Kalman Filters as the Unifying Bases for RLS Filters. 11. Square-Root Adaptive Filters. 12. Order-Recursive Adaptive Filters. 13. Finite-Precision Effects. 14. Tracking of Time-Varying Systems. 15. Adaptive Filters Using Infinite-Duration Impulse Response Structures. 16. Blind Deconvolution. 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. Abbreviations. Principal Symbols. Bibliography. Index.

Key concepts: Adaptive filter, Mathematics, Recursive least squares filter, Least mean squares filter, Kalman filter, Algorithm, Mean squared error, Wiener filter

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