A rapid introduction to adaptive filtering:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Heidelberg [u.a.]
Springer
2013
|
| Series: | SpringerBriefs in electrical and computer engineering
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | XII, 122 S. graph. Darst. 24 cm |
| ISBN: | 9783642302985 364230298X 9783642302992 |
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MARC
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| 245 | 1 | 0 | |a A rapid introduction to adaptive filtering |c Leonardo Rey Vega ; Hernan Rey |
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Record in the Search Index
| _version_ | 1806324989578706944 |
|---|---|
| adam_text |
IMAGE 1
CONTENTS
1 INTRODUCTION 1
1.1 WHY ADAPTIVE FILTERS? 1
1.2 ORGANIZATION O F THE WORK 3
REFERENCES 5
2 WIENER FILTERING 7
2.1 OPTIMAL LINEAR MEAN SQUARE ESTIMATION 7
2.2 THE PRINCIPLE OF ORTHOGONALITY 8
2.3 LINEAR OPTIMUM FILTERING 9
2.4 WIENER-HOPF EQUATION 10
2.5 EXAMPLE: LINEAR PREDICTION 12
2.5.1 FORWARD LINEAR PREDICTION 12
2.5.2 BACKWARD LINEAR PREDICTION 14
2.6 FINAL REMARKS ON LINEAR PREDICTION 15
2.7 FURTHER COMMENTS 16
REFERENCES 17
3 ITERATIVE OPTIMIZATION 19
3.1 INTRODUCTION 19
3.2 STEEPEST DESCENT ALGORITHM . 20
3.2.1 CONVERGENCE O F THE STEEPEST DESCENT ALGORITHM 21
3.3 NEWTON-RAPHSON METHOD 23
3.4 EXAMPLE 25
3.5 FURTHER COMMENTS 30
REFERENCES 31
4 STOCHASTIC GRADIENT ADAPTIVE ALGORITHMS 33
4.1 LEAST MEAN SQUARE ALGORITHM 33
4.1.1 STOCHASTIC GRADIENT APPROXIMATION 34
V I I
HTTP://D-NB.INFO/102159783X
IMAGE 2
VIII C O N T E N T S
4.1.2 COMPUTATIONAL COMPLEXITY OF LMS 36
4.1.3 LMS WITH COMPLEX SIGNALS 36
4.2 NLMS ALGORITHM 37
4.2.1 APPROXIMATION TO A VARIABLE STEP SIZE SD ALGORITHM. . . 37 4.2.2
APPROXIMATION TO AN NR ALGORITHM 38
4.2.3 NLMS AS THE SOLUTION TO A PROJECTION PROBLEM 4 0
4.2.4 ONE MORE INTERPRETATION O F THE NLMS 41
4.2.5 COMPUTATIONAL COMPLEXITY O F NLMS 4 2
4.2.6 EXAMPLE: ADAPTIVE NOISE CANCELATION 4 3
4.3 LEAKY LMS ALGORITHM 4 6
4.4 SIGN ALGORITHMS 48
4.4.1 SIGN ERROR ALGORITHM 48
4.4.2 SIGN DATA ALGORITHM 4 9
4.4.3 EXAMPLE: ADAPTIVE EQUALIZATION 5 0
4.5 CONVERGENCE ANALYSIS O F ADAPTIVE FILTERS 53
4.5.1 GENERAL ASSUMPTIONS FOR THE CONVERGENCE ANALYSIS . . . . 55
4.5.2 STABILITY ANALYSIS FOR A LARGE CLASS O F ALGORITHMS 57
4.5.3 STEADY STATE BEHAVIOR FOR A LARGE FAMILY O F ALGORITHMS 69
4.5.4 TRANSIENT AND TRACKING BEHAVIOR FOR ADAPTIVE FILTERS . . . 75
4.6 AFFINE PROJECTION ALGORITHM 77
4.6.1 APA AS THE SOLUTION TO A PROJECTION PROBLEM 77
4.6.2 COMPUTATIONAL COMPLEXITY O F APA 79
4.6.3 DECORRELATING PROPERTY O F APA 79
4.7 SIMULATIONS RESULTS 81
4.8 FURTHER COMMENTS 85
REFERENCES 85
5 LEAST SQUARES 89
5.1 THE LEAST SQUARES (LS) PROBLEM 89
5.1.1 SOLUTION TO THE LS PROBLEM 9 0
5.2 ORTHOGONAL PROJECTION INTERPRETATION 93
5.3 WEIGHTED LEAST SQUARES (WLS) 95
5.4 SOME STATISTICAL PROPERTIES O F THE LS SOLUTION 96
5.5 RECURSIVE LEAST SQUARES (RLS) 98
5.6 CONVERGENCE AND COMPUTATIONAL COMPLEXITY ISSUES 102
5.7 EXAMPLE: ADAPTIVE BEAMFORMING 104
5.8 FURTHER COMMENTS 110
REFERENCES I L L
6 ADVANCED TOPICS AND NEW DIRECTIONS 113
6.1 OPTIMUM H M ALGORITHMS 113
6.2 VARIABLE STEP SIZE/REGULARIZATION ADAPTIVE ALGORITHMS 114
IMAGE 3
C O N T E N T S I X
6.3 SPARSE ADAPTIVE FILTERS 114
6.4 ROBUST ADAPTIVE FILTERS 115
6.5 DISTRIBUTED ADAPTIVE FILTERING 116
REFERENCES 117
INDEX 121 |
| any_adam_object | 1 |
| author | Rey Vega, Leonardo Rey, Hernan |
| author_facet | Rey Vega, Leonardo Rey, Hernan |
| author_role | aut aut |
| author_sort | Rey Vega, Leonardo |
| author_variant | v l r vl vlr h r hr |
| building | Verbundindex |
| bvnumber | BV041075349 |
| classification_rvk | ZN 5740 |
| ctrlnum | (OCoLC)823935805 (DE-599)DNB102159783X |
| dewey-full | 621.3815324 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 621 - Applied physics |
| dewey-raw | 621.3815324 |
| dewey-search | 621.3815324 |
| dewey-sort | 3621.3815324 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Elektrotechnik / Elektronik / Nachrichtentechnik |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-08-03T00:42:28Z |
| institution | BVB |
| isbn | 9783642302985 364230298X 9783642302992 |
| language | English |
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| oclc_num | 823935805 |
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| owner_facet | DE-83 |
| physical | XII, 122 S. graph. Darst. 24 cm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
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| spelling | Rey Vega, Leonardo Verfasser aut A rapid introduction to adaptive filtering Leonardo Rey Vega ; Hernan Rey Heidelberg [u.a.] Springer 2013 XII, 122 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier SpringerBriefs in electrical and computer engineering Literaturangaben Adaptives Filter (DE-588)4141377-5 gnd rswk-swf Adaptives Filter (DE-588)4141377-5 s DE-604 Rey, Hernan Verfasser aut Erscheint auch als Online-Ausgabe A Rapid Introduction to Adaptive Filtering X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4012610&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026052243&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rey Vega, Leonardo Rey, Hernan A rapid introduction to adaptive filtering Adaptives Filter (DE-588)4141377-5 gnd |
| subject_GND | (DE-588)4141377-5 |
| title | A rapid introduction to adaptive filtering |
| title_auth | A rapid introduction to adaptive filtering |
| title_exact_search | A rapid introduction to adaptive filtering |
| title_full | A rapid introduction to adaptive filtering Leonardo Rey Vega ; Hernan Rey |
| title_fullStr | A rapid introduction to adaptive filtering Leonardo Rey Vega ; Hernan Rey |
| title_full_unstemmed | A rapid introduction to adaptive filtering Leonardo Rey Vega ; Hernan Rey |
| title_short | A rapid introduction to adaptive filtering |
| title_sort | a rapid introduction to adaptive filtering |
| topic | Adaptives Filter (DE-588)4141377-5 gnd |
| topic_facet | Adaptives Filter |
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