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Adaptive Filter Theory (4th Edition)

Adaptive Filter Theory (4th Edition)
Author: Simon O. Haykin
ISBN 13: 9780130901262
ISBN 10: 130901261
Edition: 4
Publisher: Prentice Hall
Publication Date: 2001-09-24
Format: Paperback
Pages: 936
List Price: $209.00

Adaptive Filter Theory looks at both the mathematical theory behind various linear adaptive filters with finite-duration impulse response (FIR) and the elements of supervised neural networks. Up-to-date and in-depth treatment of adaptive filters develops concepts in a unified and accessible manner.

This highly successful book provides comprehensive coverage of adaptive filters in a highly readable and understandable fashion. Includes an extensive use of illustrative examples; and MATLAB experiments, which illustrate the practical realities and intricacies of adaptive filters, the codes for which can be downloaded from the Web. Covers a wide range of topics including Stochastic Processes, Wiener Filters, and Kalman Filters.

For those interested in learning about adaptive filters and the theories behind them.


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. Annotation c. Book News, Inc., Portland, OR (booknews.com)