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" Adaptive filter theory / "
Simon Haykin, Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada.
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BL
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| Record Number
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872637
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| Main Entry
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Haykin, Simon S.,1931-
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| Title & Author
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Adaptive filter theory /\ Simon Haykin, Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada.
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| Edition Statement
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Fifth edition.
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| Publication Statement
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Upper Saddle River, New Jersey :: Pearson,, [2014]
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| Page. NO
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xvii, 889 pages :: illustrations ;; 25 cm
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| ISBN
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013267145X
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: 9780132671453
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| Bibliographies/Indexes
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Includes bibliographical references (pages 846-878) and index.
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| Contents
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Preface -- Acknowledgments -- Background and preview -- Stochastic processes and models -- Wiener filters -- Linear prediction -- Method of steepest descent -- Method of stochastic gradient descent -- The least-mean-square (LMS) algorithm -- Normalized least-mean-square (LMS) algorithm and its generalization -- Block-adaptive filters -- Method of least-squares -- The recursive least-square (RLS) algorithm -- Robustness -- Finite-precision effects -- Adaptation in nonstationary environments -- Kalman filters -- Square-root adaptive filtering algorithms -- Order-recursive adaptive filtering algorithm -- Blind deconvention -- Epilogue -- Appendix A: Theory of complex variables -- Appendix B: Wirtinger calculus for computing complex gradients -- Appendix C: Method of Lagrange multipliers -- Appendix D: Estimation theory -- Appendix E: Eigenanalysis -- Appendix F: Langevin equation of nonequilibrium thermodynamics -- Appendix G: Rotations and reflections -- Appendix H: Complex Wishart distribution.
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| Subject
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Adaptive filters.
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| Subject
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Adaptive filters.
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| Dewey Classification
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621.3815/324
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| LC Classification
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TK7872.F5H368 2014
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