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Textbook

Fundamentals of Adaptive Filtering

Ali H. Sayed
ISBN: 978-0-471-46126-5
Hardcover
1168 pages
June 2003, ©2003, Wiley-IEEE Press
US $209.00 Add to Cart

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Fundamentals of Adaptive Filtering (0471461261) cover image
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Preface.

Acknowledgments.

Notation.

Symbols.

Optimal Estimation.

Linear Estimation.

Constrained Linear Estimation.

Steepest-Descent Algorithms.

Stochastic-Gradient Algorithms.

Steady-State Performance of Adaptive Filters.

Tracking Performance of Adaptive Filters.

Finite Precision Effects.

Transient Performance of Adaptive Filters.

Block Adaptive Filters.

The Least-Squares Criterion.

Recursive Least-Squares.

RLS Array Algorithms.

Fast Fixed-Order Filters.

Lattice Filters.

Laguerre Adaptive Filters.

Robust Adaptive Filters.

Bibliography.

Author Index.

Subject Index.