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全书450页,pdf格式。
1。Adaptive Filtering and Signal Analysis
2. Signals and Noise
3. Correlation Function and Matrix
4. Gradient Adaptive Filters
5. Linear Prediction Error Filters
6. Fast Least Squares Transversal Adaptive Filters
7. Other Adaptive Filter Algorithms
8. Lattice Algorithms and Geometrical Approach
9. Rotation-Based Algorithms
10. Spectral Analysis
11. Circuits and Miscellaneous Applications
12. Adaptive Techniques in Communications
Preface
The main idea behind this book, and the incentive for writing it, is that
strong connections exist between adaptive filtering and signal analysis, to
the extent that it is not realistic—at least from an engineering point of
view—to separate them. In order to understand adaptive filters well enough
to design them properly and apply them successfully, a certain amount of
knowledge of the analysis of the signals involved is indispensable.
Conversely, several major analysis techniques become really efficient and
useful in products only when they are designed and implemented in an
adaptive fashion. This book is dedicated to the intricate relationships
between these two areas. Moreover, this approach can lead to new ideas
and new techniques in either field.
The areas of adaptive filters and signal analysis use concepts from several
different theories, among which are estimation, information, and circuit
theories, in connection with sophisticated mathematical tools. As a consequence,
they present a problem to the application-oriented reader. However,
if these concepts and tools are introduced with adequate justification and
illustration, and if their physical and practical meaning is emphasized, they
become easier to understand, retain, and exploit. The work has therefore
been made as complete and self-contained as possible, presuming a background
in discrete time signal processing and stochastic processes.
The book is organized to provide a smooth evolution from a basic knowledge
of signal representations and properties to simple gradient algorithms,
to more elaborate adaptive techniques, to spectral analysis methods, and
finally to implementation aspects and applications. The characteristics of
determinist, random, and natural signals are given in Chapter 2, and fundamental
results for analysis are derived. Chapter 3 concentrates on the correlation
matrix and spectrum and their relationships; it is intended to
familiarize the reader with concepts and properties that have to be fully
understood for an in-depth knowledge of necessary adaptive techniques in
engineering. The gradient or least mean squares (LMS) adaptive filters are
treated in Chapter 4. The theoretical aspects, engineering design options,
finite word-length effects, and implementation structures are covered in
turn. Chapter 5 is entirely devoted to linear prediction theory and techniques,
which are crucial in deriving and understanding fast algorithms operations.
Fast least squares (FLS) algorithms of the transversal type are derived
and studied in Chapter 6, with emphasis on design aspects and performance.
Several complementary algorithms of the same family are presented in
Chapter 7 to cope with various practical situations and signal types.
Time and order recursions that lead to FLS lattice algorithms are presented
in Chapter 8, which ends with an introduction to the unified geometric
approach for deriving all sorts of FLS algorithms. In other areas of
signal processing, such as multirate filtering, it is known that rotations
provide efficiency and robustness. The same applies to adaptive filtering,
and rotation based algorithms are presented in Chapter 9. The relationships
with the normalized lattice algorithms are pointed out. The major spectral
analysis and estimation techniques are described in Chapter 10, and the
connections with adaptive methods are emphasized. Chapter 11 discusses
circuits and architecture issues, and some illustrative applications, taken
from different technical fields, are briefly presented, to show the significance
and versatility of adaptive techniques. Finally, Chapter 12 is devoted to the
field of communications, which is a major application area.
At the end of several chapters, FORTRAN listings of computer subroutines
are given to help the reader start practicing and evaluating the major
techniques.
The book has been written with engineering in mind, so it should be most
useful to practicing engineers and professional readers. However, it can also
be used as a textbook and is suitable for use in a graduate course. It is worth
pointing out that researchers should also be interested, as a number of new
results and ideas have been included that may deserve further work.
I am indebted to many friends and colleagues from industry and research
for contributions in various forms and I wish to thank them all for their
help. For his direct contributions, special thanks are due to J. M. T.
Romano, Professor at the University of Campinas in Brazil.
Maurice G. Bellanger |
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