Adaptive Filter Theory

For courses in Adaptive Filters. Haykin examines both the mathematical theory behind various linear adaptive filters with finite-duration impulse response (FIR) and the elements of supervised neural networks. The Fourth Edition of this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible. Extensive use of illustrative examples. Extensive use of MATLAB experiments to illustrate the practical realities and intricacies of adaptive filters, the codes for which can be downloaded from the Web. Extensive bibliography of the subject. Revision consolidates the material by focusing on adaptive filters operating in the time domain. Improves the presentation of the material on statistical LMS theory, RLS algorithm, and introductory treatment of the unscented Kalman filtering algorithm. Major revision of the MATLAB codes for the computer experiments. Available on the web. Website (http://soma.crl.mcmaster.ca/ASL) includes a highly intensive research program on the applications of adaptive filters and neural networks to signal processing and communications with emphasis on: Space-time wireless communications, Radar surveillance, and chaotic signal processing.