Theory of Affine Projection Algorithms for Adaptive Filtering

Theory of Affine Projection Algorithms for Adaptive Filtering PDF Author: Kazuhiko Ozeki
Publisher: Springer
ISBN: 4431557385
Category : Technology & Engineering
Languages : en
Pages : 229

Book Description
This book focuses on theoretical aspects of the affine projection algorithm (APA) for adaptive filtering. The APA is a natural generalization of the classical, normalized least-mean-squares (NLMS) algorithm. The book first explains how the APA evolved from the NLMS algorithm, where an affine projection view is emphasized. By looking at those adaptation algorithms from such a geometrical point of view, we can find many of the important properties of the APA, e.g., the improvement of the convergence rate over the NLMS algorithm especially for correlated input signals. After the birth of the APA in the mid-1980s, similar algorithms were put forward by other researchers independently from different perspectives. This book shows that they are variants of the APA, forming a family of APAs. Then it surveys research on the convergence behavior of the APA, where statistical analyses play important roles. It also reviews developments of techniques to reduce the computational complexity of the APA, which are important for real-time processing. It covers a recent study on the kernel APA, which extends the APA so that it is applicable to identification of not only linear systems but also nonlinear systems. The last chapter gives an overview of current topics on variable parameter APAs. The book is self-contained, and is suitable for graduate students and researchers who are interested in advanced theory of adaptive filtering.

Adaptive Filtering

Adaptive Filtering PDF Author: Paulo Sergio Ramirez Diniz
Publisher: Springer Science & Business Media
ISBN: 9781402071256
Category : Adaptive filters
Languages : en
Pages : 594

Book Description
Adaptive Filtering: Algorithms and Practical Implementation, Second Edition, presents a concise overview of adaptive filtering, covering as many algorithms as possible in a unified form that avoids repetition and simplifies notation. It is suitable as a textbook for senior undergraduate or first-year graduate courses in adaptive signal processing and adaptive filters. The philosophy of the presentation is to expose the material with a solid theoretical foundation, to concentrate on algorithms that really work in a finite-precision implementation, and to provide easy access to working algorithms. Hence, practicing engineers and scientists will also find the book to be an excellent reference. This second edition contains a substantial amount of new material: -Two new chapters on nonlinear and subband adaptive filtering; -Linearly constrained Weiner filters and LMS algorithms; -LMS algorithm behavior in fast adaptation; -Affine projection algorithms; -Derivation smoothing; -MATLAB codes for algorithms. An instructor's manual, a set of master transparencies, and the MATLAB codes for all of the algorithms described in the text are also available. Useful to both professional researchers and students, the text includes 185 problems; over 38 examples, and over 130 illustrations. It is of primary interest to those working in signal processing, communications, and circuits and systems. It will also be of interest to those working in power systems, networks, learning systems, and intelligent systems.

Kernel Adaptive Filtering

Kernel Adaptive Filtering PDF Author: Weifeng Liu
Publisher: John Wiley & Sons
ISBN: 1118211219
Category : Science
Languages : en
Pages : 167

Book Description
Online learning from a signal processing perspective There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters. Covers the kernel least mean squares algorithm, kernel affine projection algorithms, the kernel recursive least squares algorithm, the theory of Gaussian process regression, and the extended kernel recursive least squares algorithm Presents a powerful model-selection method called maximum marginal likelihood Addresses the principal bottleneck of kernel adaptive filters—their growing structure Features twelve computer-oriented experiments to reinforce the concepts, with MATLAB codes downloadable from the authors' Web site Concludes each chapter with a summary of the state of the art and potential future directions for original research Kernel Adaptive Filtering is ideal for engineers, computer scientists, and graduate students interested in nonlinear adaptive systems for online applications (applications where the data stream arrives one sample at a time and incremental optimal solutions are desirable). It is also a useful guide for those who look for nonlinear adaptive filtering methodologies to solve practical problems.

A Rapid Introduction to Adaptive Filtering

A Rapid Introduction to Adaptive Filtering PDF Author: Leonardo Rey Vega
Publisher: Springer Science & Business Media
ISBN: 3642302998
Category : Technology & Engineering
Languages : en
Pages : 128

Book Description
In this book, the authors provide insights into the basics of adaptive filtering, which are particularly useful for students taking their first steps into this field. They start by studying the problem of minimum mean-square-error filtering, i.e., Wiener filtering. Then, they analyze iterative methods for solving the optimization problem, e.g., the Method of Steepest Descent. By proposing stochastic approximations, several basic adaptive algorithms are derived, including Least Mean Squares (LMS), Normalized Least Mean Squares (NLMS) and Sign-error algorithms. The authors provide a general framework to study the stability and steady-state performance of these algorithms. The affine Projection Algorithm (APA) which provides faster convergence at the expense of computational complexity (although fast implementations can be used) is also presented. In addition, the Least Squares (LS) method and its recursive version (RLS), including fast implementations are discussed. The book closes with the discussion of several topics of interest in the adaptive filtering field.

Adaptive Filtering

Adaptive Filtering PDF Author: Paulo S.R. Diniz
Publisher: Springer
ISBN: 9781475736380
Category : Technology & Engineering
Languages : en
Pages : 568

Book Description
Adaptive Filtering: Algorithms and Practical Implementation, Second Edition, presents a concise overview of adaptive filtering, covering as many algorithms as possible in a unified form that avoids repetition and simplifies notation. It is suitable as a textbook for senior undergraduate or first-year graduate courses in adaptive signal processing and adaptive filters. The philosophy of the presentation is to expose the material with a solid theoretical foundation, to concentrate on algorithms that really work in a finite-precision implementation, and to provide easy access to working algorithms. Hence, practicing engineers and scientists will also find the book to be an excellent reference. This second edition contains a substantial amount of new material: -Two new chapters on nonlinear and subband adaptive filtering; -Linearly constrained Weiner filters and LMS algorithms; -LMS algorithm behavior in fast adaptation; -Affine projection algorithms; -Derivation smoothing; -MATLAB codes for algorithms.

Least-Mean-Square Adaptive Filters

Least-Mean-Square Adaptive Filters PDF Author: Simon Haykin
Publisher: John Wiley & Sons
ISBN: 9780471215707
Category : Technology & Engineering
Languages : en
Pages : 516

Book Description
Edited by the original inventor of the technology. Includes contributions by the foremost experts in the field. The only book to cover these topics together.

Online Learning and Adaptive Filters

Online Learning and Adaptive Filters PDF Author: Paulo S. R. Diniz
Publisher: Cambridge University Press
ISBN: 1108842127
Category : Computers
Languages : en
Pages : 269

Book Description
Discover up-to-date techniques and algorithms in this concise, intuitive text, with extensive solutions for challenging learning problems.

Adaptive Filters

Adaptive Filters PDF Author: Ali H. Sayed
Publisher: John Wiley & Sons
ISBN: 1118210840
Category : Science
Languages : en
Pages : 824

Book Description
Adaptive filtering is a topic of immense practical and theoretical value, having applications in areas ranging from digital and wireless communications to biomedical systems. This book enables readers to gain a gradual and solid introduction to the subject, its applications to a variety of topical problems, existing limitations, and extensions of current theories. The book consists of eleven parts?each part containing a series of focused lectures and ending with bibliographic comments, problems, and computer projects with MATLAB solutions.

Clifford Algebra to Geometric Calculus

Clifford Algebra to Geometric Calculus PDF Author: David Hestenes
Publisher: Springer Science & Business Media
ISBN: 9789027725615
Category : Mathematics
Languages : en
Pages : 340

Book Description
Matrix algebra has been called "the arithmetic of higher mathematics" [Be]. We think the basis for a better arithmetic has long been available, but its versatility has hardly been appreciated, and it has not yet been integrated into the mainstream of mathematics. We refer to the system commonly called 'Clifford Algebra', though we prefer the name 'Geometric Algebra' suggested by Clifford himself. Many distinct algebraic systems have been adapted or developed to express geometric relations and describe geometric structures. Especially notable are those algebras which have been used for this purpose in physics, in particular, the system of complex numbers, the quaternions, matrix algebra, vector, tensor and spinor algebras and the algebra of differential forms. Each of these geometric algebras has some significant advantage over the others in certain applications, so no one of them provides an adequate algebraic structure for all purposes of geometry and physics. At the same time, the algebras overlap considerably, so they provide several different mathematical representations for individual geometrical or physical ideas.

Adaptive Filtering

Adaptive Filtering PDF Author: Paulo S. R. Diniz
Publisher: Springer Nature
ISBN: 3030290573
Category : Technology & Engineering
Languages : en
Pages : 495

Book Description
In the fifth edition of this textbook, author Paulo S.R. Diniz presents updated text on the basic concepts of adaptive signal processing and adaptive filtering. He first introduces the main classes of adaptive filtering algorithms in a unified framework, using clear notations that facilitate actual implementation. Algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Examples address up-to-date problems drawn from actual applications. Several chapters are expanded and a new chapter ‘Kalman Filtering’ is included. The book provides a concise background on adaptive filtering, including the family of LMS, affine projection, RLS, set-membership algorithms and Kalman filters, as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Problems are included at the end of chapters. A MATLAB package is provided so the reader can solve new problems and test algorithms. The book also offers easy access to working algorithms for practicing engineers.