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Textbook

Fundamentals of Adaptive Filtering

ISBN: 978-0-471-46126-5
1168 pages
June 2003, ©2003, Wiley-IEEE Press
Fundamentals of Adaptive Filtering  (0471461261) cover image
This book is based on a graduate level course offered by the author at UCLA and has been classed tested there and at other universities over a number of years. This will be the most comprehensive book on the market today providing instructors a wide choice in designing their courses.
* Offers computer problems to illustrate real life applications for students and professionals alike
* An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

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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.

 

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ALI H. SAYED, PhD, is a professor of electrical engineering at UCLA, where he established and directs the Adaptive Systems Laboratory. He is a Fellow of the IEEE for his contributions to adaptive filtering and estimation algorithms.
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"...a remarkably clear, accessible, and up-to-date text. It is highly recommended for students at the graduate level…is an invaluable and comprehensive reference…for researchers at all levels." (IEEE Control Systems Magazine, August 2005)
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Ali H. Sayed's Web SiteVisit author's site to view information about his published titles.
MATLAB Progams for Computer ProjectsDownload MATLAB programs for solving all the computer projects in the book.
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Instructors Resources
Wiley Instructor Companion Site
Supplement SUP0004762
A Solutions Manual is available to adopters -- please contact editorial department to obtain a copy
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