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Adaptive Filtering and Change Detection



Adaptive Filtering and Change Detection

Fredrik Gustafsson

ISBN: 978-0-471-49287-0 October 2000 510 Pages


Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis.
This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources
  • Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved
  • Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools
  • Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured

This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.

Extended Summary.
On-Line Approaches.
Off-Line Approaches.
Adaptive Filtering.
Change Detection Based on Sliding Windows
Change Detection Based on Filter Banks
Kalman Filtering
Change Detection Based on Likelihood Ratios
Change Detection Based on Multiple Models
Change Detection Based on Algebraical Consistency Tests
Evaluation Theory
Linear Estimation
A. Signal models and notation
B. Fault detection terminology
"This book has acquired a permanent place on my bookshelf because it brings together topics I have previously only seen in research papers an provides hard-won practical advice on how those topics may be tuned to solve real problems...." (CVu, April 2001)

"this is a good book in terms of the topics selected and the approaches adopted...useful for all specialists interested in digital signal processing, who will find the book an indispensable and enlightening read." (Studies in Informatics & Control, March 2002)
Change Detection and Adaptive Filtering Toolbox The toolbox features the algorithms and examples of the text book Adaptive Filtering and Change Detection.