Adaptive Filtering

Adaptive filtering is a topic of immense practical and theoretical value, having applications in areas ranging from digital and wireless communications to biomedical systems. This book enables readers to gain a gradual and solid introduction to the subject, its applications to a variety of topical problems, existing limitations, and extensions of current theories. The book consists of eleven parts?each part containing a series of focused lectures and ending with bibliographic comments, problems, and computer projects with MATLAB solutions.

This book is based on a graduate level course offered by the author at UCLA and has been classed tested there and at other universities over a number of years. This will be the most comprehensive book on the market today providing instructors a wide choice in designing their courses. * Offers computer problems to illustrate real life applications for students and professionals alike * An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Online learning from a signal processing perspective There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters. Covers the kernel least mean squares algorithm, kernel affine projection algorithms, the kernel recursive least squares algorithm, the theory of Gaussian process regression, and the extended kernel recursive least squares algorithm Presents a powerful model-selection method called maximum marginal likelihood Addresses the principal bottleneck of kernel adaptive filters—their growing structure Features twelve computer-oriented experiments to reinforce the concepts, with MATLAB codes downloadable from the authors' Web site Concludes each chapter with a summary of the state of the art and potential future directions for original research Kernel Adaptive Filtering is ideal for engineers, computer scientists, and graduate students interested in nonlinear adaptive systems for online applications (applications where the data stream arrives one sample at a time and incremental optimal solutions are desirable). It is also a useful guide for those who look for nonlinear adaptive filtering methodologies to solve practical problems.

This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis. This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.

I feel very honoured to have been asked to write a brief foreword for this book on QRD-RLS Adaptive Filtering–asubjectwhichhas been close to my heart for many years. The book is well written and very timely – I look forward personally to seeing it in print. The editor is to be congratulated on assembling such a highly esteemed team of contributing authors able to span the broad range of topics and concepts which underpin this subject. In many respects, and for reasons well expounded by the authors, the LMS al- rithm has reigned supreme since its inception, as the algorithm of choice for prac- cal applications of adaptive ltering. However, as a result of the relentless advances in electronic technology, the demand for stable and ef cient RLS algorithms is growing rapidly – not just because the higher computational load is no longer such a serious barrier, but also because the technological pull has grown much stronger in the modern commercial world of 3G mobile communications, cognitive radio, high speed imagery, and so on.

Subband adaptive filtering is rapidly becoming one of the most effective techniques for reducing computational complexity and improving the convergence rate of algorithms in adaptive signal processing applications. This book provides an introductory, yet extensive guide on the theory of various subband adaptive filtering techniques. For beginners, the authors discuss the basic principles that underlie the design and implementation of subband adaptive filters. For advanced readers, a comprehensive coverage of recent developments, such as multiband tap–weight adaptation, delayless architectures, and filter–bank design methods for reducing band–edge effects are included. Several analysis techniques and complexity evaluation are also introduced in this book to provide better understanding of subband adaptive filtering. This book bridges the gaps between the mixed–domain natures of subband adaptive filtering techniques and provides enough depth to the material augmented by many MATLAB® functions and examples. Key Features: Acts as a timely introduction for researchers, graduate students and engineers who want to design and deploy subband adaptive filters in their research and applications. Bridges the gaps between two distinct domains: adaptive filter theory and multirate signal processing. Uses a practical approach through MATLAB®-based source programs on the accompanying CD. Includes more than 100 M-files, allowing readers to modify the code for different algorithms and applications and to gain more insight into the theory and concepts of subband adaptive filters. Subband Adaptive Filtering is aimed primarily at practicing engineers, as well as senior undergraduate and graduate students. It will also be of interest to researchers, technical managers, and computer scientists.

This second edition of Adaptive Filters: Theory and Applications has been updated throughout to reflect the latest developments in this field; notably an increased coverage given to the practical applications of the theory to illustrate the much broader range of adaptive filters applications developed in recent years. The book offers an easy to understand approach to the theory and application of adaptive filters by clearly illustrating how the theory explained in the early chapters of the book is modified for the various applications discussed in detail in later chapters. This integrated approach makes the book a valuable resource for graduate students; and the inclusion of more advanced applications including antenna arrays and wireless communications makes it a suitable technical reference for engineers, practitioners and researchers. Key features: • Offers a thorough treatment of the theory of adaptive signal processing; incorporating new material on transform domain, frequency domain, subband adaptive filters, acoustic echo cancellation and active noise control. • Provides an in-depth study of applications which now includes extensive coverage of OFDM, MIMO and smart antennas. • Contains exercises and computer simulation problems at the end of each chapter. • Includes a new companion website hosting MATLAB® simulation programs which complement the theoretical analyses, enabling the reader to gain an in-depth understanding of the behaviours and properties of the various adaptive algorithms.

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.

A spline adaptive filter (SAF) based nonlinear active noise control (ANC) system is proposed in this paper. The SAF consists of a linear network of adaptive weights in a cascade with an adaptive nonlinear network. The nonlinear network, in turn consists of an adaptive look-up table followed by a spline interpolation network and forms an adaptive activation function. An update rule has been derived for the proposed ANC system, which not only updates the weights of the linear network, but also updates the nature of the activation function. Linear Network is based on improvement in FxLMS algorithm. FxLMS algorithm is used because it is computationally simple like the most commonly used Least Mean Square (LMS) algorithm. In addition, it includes secondary path effects. To make the FxLMS algorithm more effective, the secondary path estimation should be more precise and accurate. The nonlinear function involved in the adaptation process is based on a spline function that can be modified during learning. The spline control points are adaptively changed using gradient-based techniques. B-splines and Catmull-Rom splines are used, because they allow imposing simple constraints on control parameters. This new kind of adaptive function is then applied to the output of a linear adaptive filter and it is used for the identification of Wiener-type nonlinear systems. In addition, we derive a simple form of the adaptation algorithm and an upper bound on the choice of the step-size. An extensive simulation study has been conducted to evaluate the noise mitigation performance of the proposed scheme and the new method has been shown to provide improved noise cancellation efficiency with a lesser computational load in comparison with other popular ANC systems.