Modeling, Estimation and Optimal Filtration in Signal Processing

Index

ρ-LMS 166, 271

β-LMS 166

γ-LMS 166, 271

A–B

Adaptive filter 138, 149–183

APA (affine projection algorithm) 150, 172–178

AR (autoregressive)

– model 2, 11–19, 20, 21, 34, 60, 67, 68, 71, 102, 143, 164, 202, 241, 303, 333

– parameters 49, 68, 82–93, 151, 156, 204, 230, 256, 264, 275, 296, 298, 302, 349, 355

ARMA (autoregressive moving average)

– model 5, 7, 9, 19, 36, 38, 93, 95, 99

– parameters 2

ARMAX process 6, 261, 296

ASIR (auxiliary sampling importance resampling) filter 331

Autocorrelation method 65, 308

Bias 85, 258

C–E

Canonical form 225, 233, 240

CELP (Code-Excited Linear Prediction) 2, 22

Cepstrum 349, 351

Controllability 5, 32, 33, 234

Covariance method 63, 65, 77–80

Difference equation 12, 161

Differential equation 27, 28, 30, 151, 185, 192, 210

Disturbance attenuation level 289, 290, 291, 293

Durbin-Levinson algorithm 49, 72, 75, 349

ECG (electrocardiogram) 2

EEG (electroencephalogram) 2, 20

Eigenvalue decomposition 86, 88, 137, 174, 342, 358

Eigenvector 137, 160, 174, 337–343, 358

ESPRIT 24

Extended Kalman filter (EKF) 185, 208, 212, 218, 261

F–I

FIR (Finite Impulse Response) filter 9, 150, 176, 177, 179, 255

Forgetting factor 62, 155, 201, 230

Forward 75

Fourier transform 1, 12, 27, 108, 109, 115, 123, 130, 139, 140, 352

Fredholm equation 114, 116, 119, 123

H_∞ filter 286, 289–313

H_∞ norm 151, 286–288, 290, 294, 295

Hamming window 226, 305

Hanning window 139, 226

Hessian matrix 53, 152, 153, 157

Identification 1, 20, 33, 77, 224, 233, 240, 255, 261, 296

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