Adaptive Filter Theory

Simon Haykin received his B.Sc. (First-class Honours), Ph.D., and D.Sc., all in Electrical Engineering from the University of Birmingham, England. He is a Fellow of the Royal Society of Canada, and a Fellow of the Institute of Electrical and Electronics Engineers. He is the recipient of the Henry Booker Gold Medal from URSI, 2002, the Honorary Degree of Doctor of Technical Sciences from ETH Zentrum, Zurich, Switzerland, 1999, and many other medals and prizes.He is a pioneer in adaptive signal-processing with emphasis on applications in radar and communications, an area of research which has occupied much of his professional life.

• Chapter 1            Stochastic Processes and Models Chapter 2            Wiener Filters Chapter 3            Linear Prediction Chapter 4            Method of Steepest Descent Chapter 5            Method of Stochastic Gradient Descent Chapter 6            The Least-Mean-Square (LMS) Algorithm Chapter 7            Normalized Least-Mean-Square (LMS) Algorithm and Its Generalization Chapter 8            Block-Adaptive Filters Chapter 9            Method of Least Squares Chapter 10            The Recursive Least-Squares (RLS) Algorithm Chapter 11            Robustness Chapter 12            Finite-Precision Effects Chapter 13            Adaptation in Nonstationary Environments Chapter 14            Kalman Filters Chapter 15            Square-Root Adaptive Filters Chapter 16            Order-Recursive Adaptive Filters Chapter 17            Blind Deconvolution