Adaptive Filter Theory (Prentice-Hall Information and System Sciences Series)

Adaptive Filter Theory by Simon Haykin, published by Prentice Hall in 1991, is a comprehensive exploration of the mathematical theory behind linear adaptive filters with finite impulse response. This second edition spans 854 pages and is presented in English, offering a structured approach that begins with an introduction followed by detailed discussions on discrete-time wide-sense stationary stochastic processes, linear optimum filtering, and linear FIR adaptive filtering.
Readers will find a wealth of examples and computer experiment applications that illustrate the theoretical concepts presented. The book also addresses limitations and extensions of the theory, while introducing new chapters on QR decomposition-based lattice filters and blind deconvolution. Additional appendix material on complex variables and regulation enhances the depth of the content, making it a valuable resource for those interested in electric filters and adaptive filtering techniques.
Official synopsis Publisher
This book develops the mathematical theory of linear adaptive filters with finite impulse response. Examples and computer experiment applications illustrate the theory and principles. The second edition has also been restructured with an introduction followed by four discrete-time wide-sense station stochastic process; linear optimum filtering; linear FIR adaptive filtering; limitations, extensions and discussions. New features includes new chapters on QR decomposition-based lattice filters, on blind deconvolution, new appendix material on complex variables and regulation.
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