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Adaptive Filter Theory
CONTENTS
Preface
Acknowledgments
Background and Preview
* Chapter 1 Stochastic Processes and Models
* Chapter 2 Wiener Filters
* Chapter 3 Linear Prediction
* Chapter 4 Method of Steepest Descent
* Chapter 5 Least-Mean-Square Adaptive Filters
* Chapter 6 Normalized Least-Mean-Square Adaptive
Filters
* Chapter 7 Frequency-Domain and Subband Adaptive Filters
* Chapter 8 Method of Least Squares
* Chapter 9 Recursive Least-Square Adaptive Filters
* Chapter 10 Kalman Filters
* Chapter 11 Square-Root Adaptive Filters
* Chapter 12 Order-Recursive Adaptive Filters
* Chapter 13 Finite-Precision Effects
* Chapter 14 Tracking of Time-Varying Systems
* Chapter 15 Adaptive Filters Using Infinite-Duration Impulse Response Structures
* Chapter 16 Blind Deconvolution
* Chapter 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
* Bibliography
* Index
CONTENTS:
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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