Fundamentals of Adaptive Filtering

Book Description

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.

Customer Reviews:

Excellent Book .......2005-04-09

In this book, the ideas and formulas are well presented to the readers. Notations are very consistent throughout the entire book. I have enjoyed reading this book.

Excellent.......2004-03-25

This is the best textbook I've ever read. The mix of theory and practice, examples and math, and the ordered introduction of concepts flows so well it reads like a treasure quest. Everything has its place, and the place is known - you just have to follow the signs and keep an eye out for those which are subtler than others, just to keep things alive and interesting. It's indicative of the clarity of thinking and broad sweep of this work that you would refer to it (I do and other students I know as well), for other subject matter such as communications, linear algebra, digital filters, probability and control theory. The homework problems are not just a series of one-liners as in most graduate level text books, but well-marked road maps addressing points discussed in the text and opening up new possibilities. The computer projects are very well commented and the results analysed. The language is concise yet fluid, and there are extremely few typos of any kind. This is a very, very high quality work.

Just what I needed.......2004-02-05

I work on 802.11b and 802.11a/OFDM modems and was looking for some kind of coherent text on decision feedback equalization and other tracking schemes when I stumbled upon this book. I'm deep into chapter three and I can already draw the following conclusions.

There are two things that make this book really great.
1) The teaching style. Besides having a wonderful way with words, the author uses plenty of subtle teaching principles that help in the understanding of the material like frequent repetition of the main concepts and slowly building up examples over different sections inside each chapter.

2) Content !!!! Its hard to assimilate abstract material like estimation theory without at the end having some type of useful application or algorithm to show for. The author's examples and computer projects on channel estimation, channel equalization, maximum ratio combining and Rake receivers are very popular building blocks for a variety of modems. It is very motivating to know that after labouring through the chapter the authors feels that you are now ready to understand decision feedback equalizers and so he presents you with a nice DFE computer project.

Difficult topics require competent teaching approaches and that is exactly what you will find in this book.

The only thing that would make this book even better would be a very brief introductory chapter on statistics and linear algebra. So if you are going through the book and you want to quickly revisit the definition of covariance or hermetian transpose there is one centralized section that has all the useful mathematical tools nicely listed.

As a practising engineer, I highly recommend this book.
Andreas S.

A True Masterpiece.......2003-10-07

This book is a true masterpiece. It contains the most complete treatment, theoretical and practical, of adaptive filtering that I've ever seen and I've seen just about every book on this topic on the market. In addition to the detialed theoretical derivations, this book is rich with numerous design examples and computer projects with provided matlab code. This equips the reader with proper tools to quickly understand the concepts and put them to practice with relative ease. I highly recommend this book to anyone serious about understanding adaptive filters.

A good book........2003-10-01

For all those of us, working in beamforming or OFDM or equalization or noise control, who find Haykin's writing uninspiring, Sayed's work has all the elegance of Prof Kailath's pedagogical style. This is one scrumptious intellectual meal. Every extant variation of the LMS and RLS algorithms is detailed, and some histroical context provided. The mathematical background needed or assumed is rudimentary. The Matlab projects are extensive in scope - yet, like most Matlab sources, they will take work in understanding their nuances.

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Comprehensive Book
Nice and detailed description of ICA

Independent Component Analysis
Aapo Hyvärinen , Juha Karhunen , and Erkki Oja
Manufacturer: Wiley-Interscience
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Binding: Hardcover

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ASIN: 047140540X

Book Description

A comprehensive introduction to ICA for students and practitioners
Independent Component Analysis (ICA) is one of the most exciting new topics in fields such as neural networks, advanced statistics, and signal processing. This is the first book to provide a comprehensive introduction to this new technique complete with the fundamental mathematical background needed to understand and utilize it. It offers a general overview of the basics of ICA, important solutions and algorithms, and in-depth coverage of new applications in image processing, telecommunications, audio signal processing, and more.
Independent Component Analysis is divided into four sections that cover:
* General mathematical concepts utilized in the book
* The basic ICA model and its solution
* Various extensions of the basic ICA model
* Real-world applications for ICA models
Authors Hyvarinen, Karhunen, and Oja are well known for their contributions to the development of ICA and here cover all the relevant theory, new algorithms, and applications in various fields. Researchers, students, and practitioners from a variety of disciplines will find this accessible volume both helpful and informative.

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A comprehensive introduction to ICA for students and practitioners Independent Component Analysis (ICA) is one of the most exciting new topics in fields such as neural networks, advanced statistics, and signal processing. This is the first book to provide a comprehensive introduction to this new technique complete with the fundamental mathematical background needed to understand and utilize it. It offers a general overview of the basics of ICA, important solutions and algorithms, and in-depth coverage of new applications in image processing, telecommunications, audio signal processing, and more. Independent Component Analysis is divided into four sections that cover: * General mathematical concepts utilized in the book * The basic ICA model and its solution * Various extensions of the basic ICA model * Real-world applications for ICA models Authors Hyvarinen, Karhunen, and Oja are well known for their contributions to the development of ICA and here cover all the relevant theory, new algorithms, and applications in various fields. Researchers, students, and practitioners from a variety of disciplines will find this accessible volume both helpful and informative.

Customer Reviews:

Comprehensive Book.......2001-10-30

Independent Component Analysis is a young and interesting topic that gained attention and still receiving more of it.

Until now this is the best introduction that has been written.
It is comprehensive, clear and unbiased.

I think that the book is a step toward making the subject not only a common field of research but also a reference for those looking for new challenging topics.

What worths mentioning is that the authors are very envolved in the development of the theory of ICA ,other books are good but are deviated by their author's own approachs and this is normal but unhealthy for a first book on any field.

What constitutes a great help for understanding ICA are the relatively easy concepts if one just intend to pick an algorithm(ex:FastICA), but this is not the case regarding its theory.

One colleague once argued that ICA should have emerged long before the begining of the 90's, claiming that Gaussian forms
(Central Limit-Theorem) killed the idea of dealing with other kinds of distributions and therefore the signal processing community went assuming every thing was gaussian (noise was gaussian,signals are gaussian),but the emerge of HOS relaxed the gaussian restriction and ICA became possible and no longer 'blind' .

I think this should prepare researchers to deal with coming challengs more intelligently and efficiently .That is why I recommend this book since it tries to give a broad view to the subject .

Nice and detailed description of ICA.......2001-10-27

This is a nice and self-contained book on the subject of independent component analysis (ICA). The authors start with relevant mathematical and statistical background (in Part I) to prepare readers for the derivations of ICA (though seasoned researchers may want to skip the first part of this book). The authors discuss the motivation behind ICA and present several ways to derive ICA (since this subject has been approached by several communities). The authors also compare and discuss the pros and cons of these approaches. The authors discuss several applications using ICA in Part III.

Book Description

With solid theoretical foundations and numerous potential applications, Blind Signal Processing (BSP) is one of the hottest emerging areas in Signal Processing. This volume unifies and extends the theories of adaptive blind signal and image processing and provides practical and efficient algorithms for blind source separation,
Independent, Principal, Minor Component Analysis, and Multichannel Blind Deconvolution (MBD) and Equalization. Containing over 1400 references and mathematical expressions Adaptive Blind Signal and Image Processing delivers an unprecedented collection of useful techniques for adaptive blind signal/image separation, extraction, decomposition and filtering of multi-variable signals and data.
* Offers a broad coverage of blind signal processing techniques and algorithms both from a theoretical and practical point of view
* Presents more than 50 simple algorithms that can be easily modified to suit the reader's specific real world problems
* Provides a guide to fundamental mathematics of multi-input, multi-output and multi-sensory systems
* Includes illustrative worked examples, computer simulations, tables, detailed graphs and conceptual models within self contained chapters to assist self study
* Accompanying CD-ROM features an electronic, interactive version of the book with fully coloured figures and text. C and MATLAB(r) user-friendly software packages are also provided
MATLAB(r) is a registered trademark of The MathWorks, Inc.
By providing a detailed introduction to BSP, as well as presenting new results and recent developments, this informative and inspiring work will appeal to researchers, postgraduate students, engineers and scientists working in biomedical engineering,
communications, electronics, computer science, optimisations, finance, geophysics and neural networks.

Customer Reviews:

English, first language, it is not.......2007-09-05

The previous reviewer is correct in that this is a huge tomb. However, since my purpose is to learn Blind Signal Decomposition, I will try to read another book first. I want to know one method before learning all possible methods.

Be warned -- there are many run-on sentences in this book. The authors like parenthetical expressions, as do I, but I'm not writing a book.

I find it difficult to read, because I have to keep trying to figure out what the author meants to say, instead of what they wrote.

It might just be me, but when I read about "dynamicAL systems" (as in Romeo and Juliet is Romantical), it breaks my concentration. Another problem I find is, "This is equal WITH that."

Oddly, the version I am reading states was "reprinted with corrections on April 2003, and Oct 2005". Yet is still has enough grammatical mistakes and very long sentences, to make reading difficult for me. I am glad I don't have the first printing.

Great book.......2003-08-25

Never before has such a large array of methods and algorithms for blind source
separation and independent component analysis (ICA) been put together
with such a coherent analysis.
The attached CD-ROM contains : MATLAB software and beautiful
interactive version of electronic book in pdf format
with precise illustrative fully colored figures and graphs.

Blind Signal and Image Processing is an exciting and emerging research topic in fields such
biomedical signal/image processing, advanced statistics, unsupervised adaptive filtering
and neural networks with solid theoretical foundations and many real world applications.
This book is practical and reference guide to wide spectrum of blind signal processing problems
including Independent Component Analysis (ICA), blind source separation (BSS),
blind recovery, blind signal extraction (BSE) and multi-channel blind deconvolution with
channel blind equalization (MBD/E).
The new corrected and fully revised edition (June 2003) consists of several revised features
and developments.
In my opinion, the most important features of the book include:
* Independent component analysis using various criteria, models and higher order statistics techniques
* Multistage robust blind separation of colored sources using second order statistics
* Robust blind decorrelation, whitening and orthogonalization
* Adaptive and information theoretic approaches to multi-channel blind deconvolution
with channel blind equalization
* Natural gradient, Stiefel manifolds and Lie group approaches
* Extended total and data least squares problems (ETLS/DLS)
* Sparse representation of signals, constrained matrix factorization and minimum p-norm problems
* MATLAB packages illustrating performance of a large number of ICA/BSS algorithms both
for signals and colored images.

Useful Book.......2003-08-25

Never before has such a large array of methods and algorithms for blind source
separation and independent component analysis (ICA) been put together
with such a coherent analysis.
The attached CD-ROM contains : MATLAB software and beautiful
interactive version of electronic book in pdf format
with with very illustrative fully colored figures and graphs.

* Multistage robust blind separation of colored sources using second order statistics

* Robust blind decorrelation, whitening and orthogonalization

* Adaptive and information theoretic approaches to multi-channel blind deconvolution with channel blind equalization

* Natural gradient, Stiefel manifolds and Lie group approaches

* Extended total and data least squares problems (ETLS/DLS)

* Sparse representation of signals, constrained matrix factorization and minimum p-norm problems

Book Description

Provides an accessible resource on adaptive array fundamentals as well as coverage of adaptive algorithms and advanced topics
Analyses the performance of various wideband beamforming techniques in wideband array processing
Comprehensively covers implementation issues related to such elements as circular arrays, channel modelling and transmit beam forming, highlighting the challenges facing a designer during the development phase
Supports practical implementation considerations with detailed case studies on wideband arrays, radar, sonar and biomedical imaging, terrestrial wireless systems and satellite communication systems
Includes examples and problems throughout to aid understanding
Companion website features Solutions Manual, Matlab Programs and Electronic versions of some figures

Adaptive Array Systems is essential reading for senior undergraduate and postgraduate students and researchers in the field of adaptive array systems. It will also have instant appeal to engineers and designers in industry engaged in developing and deploying the technology. This volume will also be invaluable to those working in radar, sonar and bio-medical applications.

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In the last fifty years, extensive studies have been carried out worldwide in the field of adaptive array systems. However, far from being a mature technology with little research left to tackle, there is seemingly unlimited scope to develop the fundamental characteristics and applications of adaptive antennas for future 3G and 4G mobile communications systems, ultra wideband wireless and satellite and navigation systems, and this informative text shows you how! Provides an accessible resource on adaptive array fundamentals as well as coverage of adaptive algorithms and advanced topics Analyses the performance of various wideband beamforming techniques in wideband array processing Comprehensively covers implementation issues related to such elements as circular arrays, channel modelling and transmit beam forming, highlighting the challenges facing a designer during the development phase Supports practical implementation considerations with detailed case studies on wideband arrays, radar, sonar and biomedical imaging, terrestrial wireless systems and satellite communication systems Includes examples and problems throughout to aid understanding Companion website features Solutions Manual, Matlab Programs and Electronic versions of some figures Adaptive Array Systems is essential reading for senior undergraduate and postgraduate students and researchers in the field of adaptive array systems. It will also have instant appeal to engineers and designers in industry engaged in developing and deploying the technology. This volume will also be invaluable to those working in radar, sonar and bio-medical applications.

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Computational Contact Mechanics
Peter Wriggers
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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ASIN: 3540326081

Book Description

This is the second edition of the valuable reference source for numerical simulations of contact mechanics suitable for many fields like civil engineering, car design, aeronautics, metal forming, or biomechanics. Boundary value problems involving contact are of great importance in industrial applications in engineering such as bearings, metal forming processes, rubber seals, drilling problems, crash analysis of cars, rolling contact between car tires and the road, cooling of electronic devices... Other applications are related to biomechanical engineering design where human joints, implants or teeth are of consideration. Due to this variety, contact problems are today combined either with large elastic or inelastic deformations including time dependent responses. Thermal coupling also might have to be considered. Even stability behaviour has to be linked to contact. The topic of computational contact is described in depth providing an up-to-date treatment of different formulations, algorithms and discretisation techniques for contact problems which are established in the geometrically linear and nonlinear range. This book provides the necessary continuum mechanics background which includes the derivation of the contact constraints. Constitutive equations stemming from tribology which are valid at the contact interface are discussed in detail. Discretization schemes for small and finite deformations are discussed in depth. Solid and beam contact is considered as well as contact of unstable systems and thermomechanical contact. The algorithmic side covers a broad range of solution methods. Additionally adaptive discretisation techniques for contact analysis are presented as a modern tool for engineering design simulations. The present text book is written for graduate, Masters and PhD students, but also for engineers in industry, who have to simulate contact problems in practical application and wish to understand the theoretical and algorithmic background of contact treatment in modern finite element systems. For this second edition, illustrative simplified examples and new discretisation schemes and adaptive procedures for coupled problems are added.

Computing with hp-ADAPTIVE FINITE ELEMENTS: Volume 1 One and Two Dimensional Elliptic and Maxwell Problems (Chapman & Hall/Crc Applied Mathematics & Nonlinear Science)

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Computing with hp-ADAPTIVE FINITE ELEMENTS: Volume 1 One and Two Dimensional Elliptic and Maxwell Problems (Chapman & Hall/Crc Applied Mathematics & Nonlinear Science)
Leszek Demkowicz
Manufacturer: Chapman & Hall/CRC
ProductGroup: Book
Binding: Hardcover

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ASIN: 1584886714

Book Description

Offering the only existing finite element (FE) codes for Maxwell equations that support hp refinements on irregular meshes, Computing with hp-ADAPTIVE FINITE ELEMENTS: Volume 1. One- and Two-Dimensional Elliptic and Maxwell Problems presents 1D and 2D codes and automatic hp adaptivity. This self-contained source discusses the theory and implementation of hp-adaptive FE methods, focusing on projection-based interpolation and the corresponding hp-adaptive strategy. The book is split into three parts, progressing from simple to more advanced problems. Part I examines the hp elements for the standard 1D model elliptic problem. The author develops the variational formulation and explains the construction of FE basis functions. The book then introduces the 1D code (1Dhp) and automatic hp adaptivity. This first part ends with a study of a 1D wave propagation problem. In Part II, the book proceeds to 2D elliptic problems, discussing two model problems that are slightly beyond standard-level examples: 3D axisymmetric antenna problem for Maxwell equations (example of a complex-valued, indefinite problem) and 2D elasticity (example of an elliptic system). The author concludes with a presentation on infinite elements - one of the possible tools to solve exterior boundary-value problems. Part III focuses on 2D time-harmonic Maxwell equations. The book explains the construction of the hp edge elements and the fundamental de Rham diagram for the whole family of hp discretizations. Next, it explores the differences between the elliptic and Maxwell versions of the 2D code, including automatic hp adaptivity. Finally, the book presents 2D exterior (radiation and scattering) problems and sample solutions using coupled hp finite/infinite elements. In Computing with hp-ADAPTIVE FINITE ELEMENTS, the information provided, including many unpublished details, aids in solving elliptic and Maxwell problems.

Dissipative Systems Analysis and Control: Theory and Applications (Communications and Control Engineering)

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Dissipative Systems Analysis and Control: Theory and Applications (Communications and Control Engineering)
Bernard Brogliato , Rogelio Lozano , Bernhard Maschke , and Olav Egeland
Manufacturer: Springer
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Binding: Hardcover

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ASIN: 184628516X

Book Description

Many important physical systems have input-output properties related to the conservation, dissipation and transport of energy. The theory surrounding such "dissipative properties" may be used as a framework for the design and analysis of control systems. The consideration of dissipativity is useful – and may be indispensable – for control applications like robotics, active vibration damping and circuit theory and for some control techniques themselves: adaptive, nonlinear- H-infinity , and inverse-optimal control among them.

Dissipative Systems Analysis and Control (second edition) presents a fully revised and expanded treatment of dissipative systems theory, constituting a self-contained, advanced introduction for graduate students, researchers and practising engineers. It examines linear and nonlinear systems with examples of both in each chapter; some infinite-dimensional and nonsmooth examples are also included. Throughout, emphasis is placed on the use of the dissipative properties of a system for the design of stable feedback control laws. The theory is consistently substantiated by experimental results and by reference to its application in illustrative physical cases (Lagrangian and Hamiltonian systems and passivity-based and adaptive controllers are covered thoroughly).

The second edition is substantially reorganized both to accommodate new material and to enhance its pedagogical properties. Some of the changes introduced are:

• Complete proofs of the main theorems and lemmas.

• The Kalman–Yakubovich–Popov Lemma for non-minimal realizations, singular systems, and discrete-time systems (linear and nonlinear).

• Passivity of nonsmooth systems (differential inclusions, variational inequalities, Lagrangian systems with complementarity conditions).

• Sections on optimal control and H-infinity theory.

• An enlarged bibliography with more than 550 references, and an augmented index with more than 500 entries.

• An improved appendix with introductions to viscosity solutions, Riccati equations and some useful matrix algebra.

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Many issues, no information
Matlab Toolbox
Adaptive changes and amological filtering

Adaptive Filtering and Change Detection
Fredrik Gustafsson
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471492876

Book Description

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.

Download Description

Adaptive filtering is a classical branch of digital signal processing (DSP). Industrial interest in adaptive filtering grows continuously with the increase in computer performance that allows ever more conplex algorithms to be run in real-time. Change detection is a type of adaptive filtering for non-stationary signals and is also the basic tool in fault detection and diagnosis. Often considered as separate subjects Adaptive Filtering and Change Detection bridges a gap in the literature with a unified treatment of these areas, emphasizing that change detection is a natural extension of adaptive filters, and adaptive filters are the basic building blocks in all change detectors. By providing a timely and innovative resource, applied engineers, researchers and postgraduate students studying DSP will all find this an indispensable and enlightening read! Presents a comprehensive and complete treatment of adapative filtering Provides a unifying framework for the theory of change detection based on a filtering approach Combines mathematical tools (algebra, calculus, statistics) and applications areas (airborne, automotive, communication systems, standard signal processing and automatic control applications) Features extensive examples and case studies which can be reproduced and investigated in an accompanying Matlab demo toolbox.

Customer Reviews:

Many issues, no information.......2005-09-09

A lot of topics are represented, but non is really explained in depth. Mathematical background information are not given, a lot remains unproven, symbols within formulas remain unexplained and the Matlab toolbox is way too old. Contacting the author just resultet in getting a link that does not work any longer. Only positive thing to say: Many algorithms given. All in all a really very disappointing investment.

Matlab Toolbox.......2003-06-17

The book is very hard to follow lots of theory.
On top of that the author promises a Matlab toolbox
so that you can get started and NEVER makes it available.
I have even emailed him for it and the guy promised to
send it, now he ignores my emails.

bad author, slap slap... give me my money back.

Adaptive changes and amological filtering.......2000-12-23

While doing some time at our local pen, I came across this book. Since I'm doing a stint for the next 8 years (ineligible for parole.) I found my self drawn to this book. First of all the cover is a work of art. Monet and Renoir could do nor better, nor duplicate. The font the author used was glorious. It showed both power and sensitivity at the same time, what a wonder, wonderfont font. Oh how I love arial font. While reading this book, I began to wonder about my life, my family, and my cellmate Bubba. If this author could bring together both love, honor, romace, and a touch of circus life in this book, I believe that I could share my soul, and soap with anyone. I would rate this book a good solid "M".

Scalable Video on Demand: Adaptive Internet-based Distribution

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Scalable Video on Demand: Adaptive Internet-based Distribution
Michael Zink
Manufacturer: Wiley
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Binding: Hardcover

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Mastering Internet Video: A Guide to Streaming and On-Demand Video

ASIN: 047002268X

Book Description

In recent years, the proliferation of available video content and the popularity of the Internet have encouraged service providers to develop new ways of distributing content to clients. Increasing video scaling ratios and advanced digital signal processing techniques have led to Internet Video-on-Demand applications, but these currently lack efficiency and quality.

Scalable Video on Demand: Adaptive Internet-based Distribution examines how current video compression and streaming can be used to deliver high-quality applications over the Internet. In addition to analysing the problems of client heterogeneity and the absence of Quality of Service in the Internet, this book:

assesses existing products and encoding formats;
presents new algorithms and protocols for optimised on-line video streaming architectures;
includes real-world application examples and experiments;
sets out a practical ‘toolkit’ for Dynamically Reconfigurable Multimedia Distribution Systems.

Book Description

The key issues are a posteriori error estimation and it automatic mesh adaptation. Besides the traditional approach of energy-norm error control, a new duality-based technique, the Dual Weighted Residual method for goal-oriented error estimation, is discussed in detail. This method aims at economical computation of arbitrary quantities of physical interest by properly adapting the computational mesh. This is typically required in the design cycles of technical applications. For example, the drag coefficient of a body immersed in a viscous flow is computed, then it is minimized by varying certain control parameters, and finally the stability of the resulting flow is investigated by solving an eigenvalue problem. `Goal-oriented' adaptivity is designed to achieve these tasks with minimal cost.
At the end of each chapter some exercises are posed in order to assist the interested reader in better understanding the concepts presented. Solutions and accompanying remarks are given in the Appendix.

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