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Academic Press Library in Signal Processing by Rama Chellappa, Sergios Theodoridis

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Chapter 12

Adaptive Filters

Vítor H. Nascimento and Magno T.M. Silva,    Department of Electronic Systems Engineering, University of São Paulo, São Paulo, SP, Brazil, vitor@lps.usp.br

Abstract

This chapter provides an introduction to adaptive signal processing, covering basic principles through the most important recent developments. After a brief example for, we present an overview of how adaptive filters work, in which we use only deterministic arguments and concepts from basic linear systems theory, followed by a description of a few common applications of adaptive filters. Later, we turn to a more general model for adaptive filters based on stochastic processes and optimum estimation. Then three of the most important adaptive algorithms—LMS, ...

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