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Farhang-Boroujeny B. — Adaptive filters: theory and applications
Farhang-Boroujeny B. — Adaptive filters: theory and applications



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Название: Adaptive filters: theory and applications

Автор: Farhang-Boroujeny B.

Аннотация:

Adaptive filtering is an advanced and growing field in signal processing. A filter is a transmission network used in electronic circuits for the selective enhancement or reduction of specified components of an input signal. Filtering is achieved by selectively attenuating those components of the input signal which are undesired, relative to those which it is desired to enhance. This comprehensive book is both a valuable student resource and a useful technical reference for signal processing engineers in industry. The author is experienced in teaching graduates and practicing engineers and the text offers good theoretical coverage complemented by plenty of application examples.


Язык: en

Рубрика: Технология/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1999

Количество страниц: 275

Добавлена в каталог: 09.04.2011

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Fast transversal recursive least-squares (FTRLS) algorithms, computational complexity      461
Fast transversal recursive least-squares (FTRLS) algorithms, derivation of      461—464
Fast transversal recursive least-squares (FTRLS) algorithms, forgetting factor, range of      466
Fast transversal recursive least-squares (FTRLS) algorithms, normalized gain vector      461 463 464
Fast transversal recursive least-squares (FTRLS) algorithms, numerical stability      460 466
Fast transversal recursive least-squares (FTRLS) algorithms, rescue variable      466
Fast transversal recursive least-squares (FTRLS) algorithms, soft initialization      466
Fast transversal recursive least-squares (FTRLS) algorithms, stabilized FTRLS algorithm      460 466
Fast transversal recursive least-squares (FTRLS) algorithms, summary      468
Filter structures      see "Adaptive filter structures"
Filter, defined      1
Filter, linear      see "Linear filters"
Finite impulse response (FIR) filters      5 321 see "Wiener
Forgetting factor      419
Forward linear prediction      357—359 see
Forward linear prediction, fast recursive algorithms and      439
Forward linear prediction, relations between backward prediction and      361
Forward linear prediction, Wiener equation for      358
Forward prediction error      358
Forward prediction-error filter      362
Fractionally lap-spaced equalizer      346 348
Frequency bin adaptive filtering      265
Frequency bin filter      268
Frequency components      1
Frequency domain adaptive filters      9
Frequency response      35
FTF algorithm      see "Fast transversal filters"
Gaussian moments expansion formulae      179 199
Generalized formulation of the LMS algorithm      472—473
Generalized formulation of the LMS algorithm, algorithms covered      473
Generalized formulation of the LMS algorithm, analysis      473—477
Generalized formulation of the LMS algorithm, analysis, excess MSE      476
Generalized formulation of the LMS algorithm, analysis, minimum MSE      479
Generalized formulation of the LMS algorithm, analysis, misadjustment      476
Generalized formulation of the LMS algorithm, analysis, noise and lag disadjustments      477
Generalized formulation of the LMS algorithm, stability      479
Generalized formulation of the LMS algorithm, step-size parameters      473
Generalized formulation of the LMS algorithm, step-size parameters, bounds on      478
Gradient operator      83 121 140 326
Gradient vector      54 121
Gradient vector, instantaneous      121 248
Gradient vector, instantaneous, average of      249
Gradient with respect to a complex variable      60
Group-delay      309 311 315
Hand-free telephony      247
Hardware implementation      320 388
Hermitian      62
Hermitian form      91
Hermitian matrices, eigenanalysis of      see "Eigenanalysis"
Hermitian matrix      90
Hybrid circuits      21
Hyper-ellipse      110 213 214
Hyper-paraboloid      110 113
Hyper-spherical      213 214
I1R adaptive line enhancement      334—343
I1R adaptive line enhancement, adaptation algorithms      337—339
I1R adaptive line enhancement, adaptive line enhancer (ALE)      334
I1R adaptive line enhancement, Cascaded structure      342
I1R adaptive line enhancement, computer simulations      340—343
I1R adaptive line enhancement, MATLAB programs      342
I1R adaptive line enhancement, notch filtering      335
I1R adaptive line enhancement, performance functions      335—336
I1R adaptive line enhancement, transfer function      334
Ideal LMS Newton algorithm      210 see
Identification applications      10—11
Impulse invariance, method of      349
Independence assumption      142 260 284 287 472
Independence assumption, validity of      143 159
Infinite impulse response (I1R) adaptive filters      323 see "Magnetic
Infinite impulse response (I1R) adaptive filters, computational complexity      323
Infinite impulse response (I1R) adaptive filters, equation error method      323 330—333 346 348
Infinite impulse response (I1R) adaptive filters, equation error method, block diagram      330
Infinite impulse response (I1R) adaptive filters, output error method      323 324—329
Infinite impulse response (I1R) adaptive filters, output error method, block diagrams      328
Infinite impulse response (I1R) adaptive filters, output error method, LMS recursion      327
Infinite impulse response (I1R) adaptive filters, output error method, summary of LMS algorithm      329
Infinite impulse response (I1R) adaptive filters, relationship between equation error method and output error method      331
Infinite impulse response (I1R) adaptive filters, stability      323
Infinite impulse response (I1R) filters      5 323 see "Wiener
Innovation process      386
Interference cancellation      21—27 see
Interference cancellation, primary and reference inputs      21
Interpolation      296 see "Mulltrate
Intersymhol interference (ISI)      12 71 351
Inverse Levinson — Durbin algorithm      375 387
Inverse modelling      11
Inverse modelling applications      11—15
Inversion integral for the z-transform      33
Iterative search method      3 121
Joint-process estimation      49 372 377
Karhunen — Loeve expansion      99
Karhunen — Loeve Transform (KLT)      98 210 214 219 473
Lagrange multiplier      174 184 185
Lattice filters      see also "Adaptive lattice filter"
Lattice filters, all-pole      379—380
Lattice filters, all—zero (lattice joint-process estimator)      371—372
Lattice filters, conversion between lattice and transversal predictors      373—375
Lattice filters, derivations, all-pole      379—380
Lattice filters, derivations, joint process estimator (all-zero)      371—372
Lattice filters, derivations, pole-zero      380—381
Lattice filters, derivations, predictor      364—370
Lattice filters, order-update equation for the mean-square value of the prediction error      369
Lattice filters, order-update equations for prediction errors      357 364 368
Lattice filters, orthogonalization, property of      370—371
Lattice filters, orthogonalization, property of, transform domain adaptive filters and      370
Lattice filters, partial correlation (PARCOR) coefficients      367 372
Lattice filters, pole-zero      380
Lattice filters, system functions      372—373
Lattice joint-process estimator      371—372
Lattice order-update equations      357 364 368
Lattice-based recursive least-squares algorithms      see "Recursive least-squares lattice algorithms"
Leaky LMS algorithm      195
Learning Curve      128 146—149 427—430 433
Least-mean-square (LMS) algorithm      7 139
Least-mean-square (LMS) algorithm, average tap-weights behaviour      141—144
Least-mean-square (LMS) algorithm, bounds on the step-size parameter      143 156 180
Least-mean-square (LMS) algorithm, compared with recursive least-squares algorithms      431 473
Least-mean-square (LMS) algorithm, complex-valued case      see "LMS algorithm for complex-valued signals"
Least-mean-square (LMS) algorithm, complexity      141
Least-mean-square (LMS) algorithm, computer simulations      157—169
Least-mean-square (LMS) algorithm, computer simulations, adaptive line enhancement      164—166 see
Least-mean-square (LMS) algorithm, computer simulations, beamforming      166—169 see
Least-mean-square (LMS) algorithm, computer simulations, channel equalization      159—164 see
Least-mean-square (LMS) algorithm, computer simulations, comparison of learning curves of modelling and equalization problems      163
Least-mean-square (LMS) algorithm, computer simulations, MATLAB programs      157 159 161 166 169
Least-mean-square (LMS) algorithm, computer simulations, system modelling      157—159
Least-mean-square (LMS) algorithm, convergence analysis      141—156
Least-mean-square (LMS) algorithm, derivation      139—141
Least-mean-square (LMS) algorithm, eigenvalue spread and      143
Least-mean-square (LMS) algorithm, excess mean-square error and misadjustment      152—154
Least-mean-square (LMS) algorithm, frequency dependent behaviour of      201
Least-mean-square (LMS) algorithm, improvement factor      217
Least-mean-square (LMS) algorithm, independence assumption      142
Least-mean-square (LMS) algorithm, initial tap weights on transient behaviour of effect of      156
Least-mean-square (LMS) algorithm, lap-weight vector, perturbation of      152
Least-mean-square (LMS) algorithm, learning curve      146—149
Least-mean-square (LMS) algorithm, learning curve, numerical examples      148
Least-mean-square (LMS) algorithm, learning curve, time constants      149
Least-mean-square (LMS) algorithm, mean-square error behaviour      144—156
Least-mean-square (LMS) algorithm, misadjustment equations      153—154
Least-mean-square (LMS) algorithm, modes of convergence      143
Least-mean-square (LMS) algorithm, power spectral density and      143
Least-mean-square (LMS) algorithm, robustness      141
Least-mean-square (LMS) algorithm, stability analysis      154—156
Least-mean-square (LMS) algorithm, steepest-descent algorithm and      141 143
Least-mean-square (LMS) algorithm, summary      141
Least-mean-square (LMS) algorithm, tap-weight misalignment      196 435
Least-mean-square (LMS) algorithm, tracking behaviour      473 481 482 485
Least-mean-square (LMS) algorithm, trajectories, numerical example of      145
Least-mean-square (LMS) algorithm, weight error correlation matrix      149—152 see "Names
Least-squares backward prediction      442—443 see
Least-squares backward prediction, a posteriori and a priori prediction errors      442
Least-squares backward prediction, conversion factor      451
Least-squares backward prediction, gain vector      443
Least-squares backward prediction, least-squares sum of the estimation errors      442
Least-squares backward prediction, normal equations of      442
Least-squares backward prediction, standard RLS recursion for      443
Least-squares backward prediction, transversal predictor      442
Least-squares estimation      7 413 see "Fast
Least-squares estimation, curve fitting interpretation of      413 436
Least-squares estimation, Forgetting factor      419
Least-squares estimation, formulation of      414—415
Least-squares estimation, minimum sum of error squares      415
Least-squares estimation, normal equation      415
Least-squares estimation, orthogonal complementary projection operator      419
Least-squares estimation, principle or orthogonality      416—417 441 443 445
Least-squares estimation, principle or orthogonality, corollary to      417
Least-squares estimation, principle or orthogonality, interpretation in terms of inner product of vectors      417
Least-squares estimation, projection operator      418—419
Least-squares estimation, relationship with Wiener filter      413
Least-squares estimation, weighted sum or error squares      414
Least-squares estimation, weighting function      413
Least-squares forward prediction      440—442 see
Least-squares forward prediction, a posteriori and a priori prediction errors      441
Least-squares forward prediction, conversion Factor      451
Least-squares forward prediction, gain vector      441
Least-squares forward prediction, least-squares sum of the estimation errors      440
Least-squares forward prediction, normal equations of      440
Least-squares forward prediction, standard RLS recursion for      441
Least-squares forward prediction, transversal predictor      440
Least-squares lattice      443—446 see
Least-squares lattice, computation of PARCOR coefficients      445
Least-squares lattice, computation of regressor coefficients      446
Least-squares lattice, least-squares lattice joint process estimator      444
Least-squares lattice, partial correlation (PARCOR) coefficients      443
Least-squares lattice, principle of orthogonality      445
Least-squares lattice, properties of      445
Least-squares lattice, regressor coefficients      443
Least-squares, method of      see "Least-squares estimation"
Levinson — Durbin algorithm      357 375—377
Levinson — Durbin algorithm, extension of      377—379
Linear estimation theory      see "Wiener filters"
Linear filtering theory      see "Wiener fillers"
Linear filters, defined      2
Linear filters, transmission of a stationary process through      42—45
Linear least-squares estimation      see "Least-squares estimation"
Linear least-squares filters      see "least-squares estimation"
Linear multiple regressor      425 471
Linear prediction      15
Linear prediction, lattice predictors      see "Lattice predictors"
Linear prediction, M-step-ahead      164
Linear prediction, one-step ahead      357
Linear predictive coding (LPC)      19
Linearly constrained LMS algorithm      184—188
Linearly constrained LMS algorithm, excess MSE due to constraint      185
Linearly constrained LMS algorithm, extension to the complex-valued case      186—187
Linearly constrained LMS algorithm, Lagrange multiplier and      184 186
Linearly constrained LMS algorithm, minimum mean-square error      185
Linearly constrained LMS algorithm, optimum lap-weight vector      185
Linearly constrained LMS algorithm, summary      186
LMS algorithm      see "Least-mean-square algorithm"
LMS algorithm for complex-valued signals      178—180
LMS algorithm for complex-valued signals, adaptation recursion      179
LMS algorithm for complex-valued signals, bounds on the step-sire parameter      180
LMS algorithm for complex-valued signals, complex gradient operator      178
LMS algorithm for complex-valued signals, convergence properties      179
LMS algorithm for complex-valued signals, misadjustment equation      179
LMS recursion      141
LMS-Newton algorithm      210 388 430 see
LMS-Newton algorithm, tracking behaviour      473 479 481 482
Low-delay analysis and synthesis filter banks      309—311
Low-delay analysis and synthesis filter banks, design method      309—311
Low-delay analysis and synthesis filter banks, design procedure      314—315
Low-delay analysis and synthesis filter banks, numerical example      315—317
Low-delay analysis and synthesis filter banks, properties of      311—314
M-step-ahead predictor      164
Magnetic recording      14—15 324
Magnetic recording, class IV partial response      15 345
Magnetic recording, dibit response      14 344 351
Magnetic recording, equalizer design for      344—352
Magnetic recording, equalizer design for, MATLAB program      352
Magnetic recording, equalizer design for, numerical results      350—352
Magnetic recording, equalizer design for, Wiener — Hopf equation      347
Magnetic recording, head and medium      14
Magnetic recording, impulse response      14
Magnetic recording, Lorentzian pulse      14 344
Magnetic recording, pulse width      14 344
Magnetic recording, recording density      14 344
Magnetic recording, recording track      14
Magnetic recording, target response      15 344
Magnetic recording, temporal and spatial measure      14
Matrix, trace of      93 154
Matrix-inversion lemma      153 421
Maximally spread signal powers      214 219
Maximum-likelihood detector      11
Mean-square error (MSE)      50
Mean-square error (MSE), excess MSE      see "Names of specific algorithms"
Mean-square error (MSE), minimum      54 58 62 67
Mean-square error criterion      50
Measurement Noise      68
Minimax theorem      94 166 214 219
Minimax theorem, eigenanalysis of particular matrices, in      101 116
Minimum mean-square error      54 58 62 67
Minimum mean-square error criterion      49
Minimum mean-square error derivation, direct      53
Minimum mean-square error derivation, using the principle of orthogonality      58
Minimum mean-square prediction error      359 360
Minimum sum of error squares      415 444
Misadjustment      see "Names of specific algorithms"
Modelling      10—11 125 157 471
Modem      13
Modes of convergence      see "Names of specific algorithms"
Moving average (MA) model      15
Multidelay fast block LMS (FBLMS), algorithm      265
Multipath communication channel      489
Multipath communication channel, fade rate      490
Multirate signal processing      293 see "DFT "Low-delay "Subband
Multirate signal processing, analysis filter bank      293 294
Multirate signal processing, decimation      294
Multirate signal processing, interpolation      296
Multirate signal processing, subband and full-band signals      295
Multirate signal processing, synthesis filter bank      293 297
Multirate signal processing, weighted overlap—add methods      295—298
Multivariate random-walk process      472
Mutually exclusive spectral hands, processes with      205
Narrow-band adaptive fillers      see "Adaptive line enhancement"
Narrow-band signals      78
Newton’s method/algorithm      132—133 210
Newton’s method/algorithm, correction to the gradient vector      132
Newton’s method/algorithm, eigenvalues and      134
Newton’s method/algorithm, eigenvectors and      134
Newton’s method/algorithm, interpretation of      134—135
Newton’s method/algorithm, Karhunen — Loeve transform (KLT) and      134
Newton’s method/algorithm, learning curve      133
Newton’s method/algorithm, mode of convergence      133
Newton’s method/algorithm, power normalization and      134
Newton’s method/algorithm, stability      133
Newton’s method/algorithm, whitening process in      135
Noise cancellation      75—81
Noise cancellation, noise canceller set-up      76
Noise cancellation, power inversion formula      78
Noise cancellation, primary and reference inputs      75
Noise cancelling, adaptive      see "Active noise control" "Noise
Noise enhancement, in equalizers      12 74
Non-negative definite correlation matrix      90
Non-stationary environment      see "Tracking"
Normalized correlation      367
Normalized least-mean-square (NLMS) algorithm      172—176 317
Normalized least-mean-square (NLMS) algorithm, constrained optimization problem, as a      173
Normalized least-mean-square (NLMS) algorithm, derivation      172
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