Adaptive Filtering : Algorithms and Practical Implementation

In the fifth edition of this textbook, author Paulo S.R. Diniz presents updated text on the basic concepts of adaptive signal processing and adaptive filtering. He first introduces the main classes of adaptive filtering algorithms in a unified framework, using clear notations that facilitate actual implementation. Algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Examples address up-to-date problems drawn from actual applications. Several chapters are expanded and a new chapter ‘Kalman Filtering’ is included. The book provides a concise background on adaptive filtering, including the family of LMS, affine projection, RLS, set-membership algorithms and Kalman filters, as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Problems are included at the end of chapters. A MATLAB package is provided so the reader can solve new problems and test algorithms. The book also offers easy access to working algorithms for practicing engineers. Front Matter ....Pages i-xviii Introduction to Adaptive Filtering (Paulo S. R. Diniz)....Pages 1-8 Fundamentals of Adaptive Filtering (Paulo S. R. Diniz)....Pages 9-60 The Least-Mean-Square (LMS) Algorithm (Paulo S. R. Diniz)....Pages 61-102 LMS-Based Algorithms (Paulo S. R. Diniz)....Pages 103-155 Conventional RLS Adaptive Filter (Paulo S. R. Diniz)....Pages 157-187 Set-Membership Adaptive Filtering (Paulo S. R. Diniz)....Pages 189-229 Adaptive Lattice-Based RLS Algorithms (Paulo S. R. Diniz)....Pages 231-261 Fast Transversal RLS Algorithms (Paulo S. R. Diniz)....Pages 263-274 QR-Decomposition-Based RLS Filters (Paulo S. R. Diniz)....Pages 275-305 Adaptive IIR Filters (Paulo S. R. Diniz)....Pages 307-346 Nonlinear Adaptive Filtering (Paulo S. R. Diniz)....Pages 347-370 Subband Adaptive Filters (Paulo S. R. Diniz)....Pages 371-406 Blind Adaptive Filtering (Paulo S. R. Diniz)....Pages 407-430 Kalman Filters (Paulo S. R. Diniz)....Pages 431-456 Back Matter ....Pages 457-495 In its 4th edition, this book reviews basic concepts of adaptive signal processing and adaptive filtering in a concise and straightforward manner, covering the main classes of adaptive filtering algorithms and using clear notation to facilitate implementation