Adaptive Filtering : Fundamentals of Least Mean Squares with MATLAB®

This book covers the fundamentals of adaptive filtering, with a focus on the least mean square (LMS) adaptive filter. It discusses random variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributions, while delivering a concise introduction to MATLAB®—complete with problems, computer experiments, and over 110 functions and script files. The text not only addresses the basics of the LMS adaptive filter algorithm but also explores the Wiener filter and its applications, details the steepest descent method, and develops the Newton’s algorithm.

Adaptive filters are used in many diverse applications, appearing in everything from military instruments to cellphones and home appliances. Adaptive Filtering: Fundamentals of Least Mean Squares with MATLAB® covers the core concepts of this important field, focusing on a vital part of the statistical signal processing area—the least mean square (LMS) adaptive filter.

This largely self-contained text:

• Discusses random variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributions
• Explains how to find the eigenvalues and eigenvectors of a matrix and the properties of the error surfaces
• Explores the Wiener filter and its practical uses, details the steepest descent method, and develops the Newton’s algorithm
• Addresses the basics of the LMS adaptive filter algorithm, considers LMS adaptive filter variants, and provides numerous examples
• Delivers a concise introduction to MATLAB®, supplying problems, computer experiments, and more than 110 functions and script files

Featuring robust appendices complete with mathematical tables and formulas, Adaptive Filtering: Fundamentals of Least Mean Squares with MATLAB® clearly describes the key principles of adaptive filtering and effectively demonstrates how to apply them to solve real-world problems.