Adaptive Filtering

The field of digital signal processing has developed considerably during the 1980s and 1990s. This development is related to the growth of available technologies for implementing digital signal processing algorithms. If accurate information on the signals to be processed is available, the designer can easily choose the most appropriate algorithm to process the signal. Fixed algorithms do not process efficiently signals whose statistical properties are unknown. The solution is to use an adaptive filter that automatically changes its characteristics by optimizing its internal parameters. Adaptive filtering algorithms are essential in many statistical signal processing applications. This text is a concise presentation of adaptive filtering, covering as many algorithms as possible while avoiding adapting notations and derivations related to the different algorithms. Furthermore, the book points out the algorithms which really work in a finite-precision implementation, and provides easy access to the working algorithms for the practicing engineer.This book may be used as the principal text for courses on the subject, and serves as an excellent reference for professional engineers and researchers in the field.