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Название: Adaptive Filter Theory
Авторы: Haykin S., Totterdill P.
At a level suitable for graduate courses on adaptive signal processing, this textbook develops the mathematical theory of various realizations of linear adaptive filters with finite-duration impulse response, and also provides an introductory treatment of supervised neural networks. Numerous computer experiments illustrate the underlying theory and applications of the LMS (least mean-square) and RLS (recursive-least-squares) algorithms, and problems conclude each chapter.