Fundamentals of Adaptive Filtering

  • Paulo Sergio Ramirez
Part of the The Kluwer International Series in Engineering and Computer Science book series (SECS, volume 694)

Abstract

This chapter includes a brief review of deterministic and random signal representations. Due to the extent of those subjects our review is limited to the concepts that are directly relevant to adaptive filtering. The properties of the correlation matrix of the input signal vector are investigated in some detail, since they play a key role in the statistical analysis of the adaptive filtering algorithms.

Keywords

Input Signal Adaptive Filter Random Signal Newton Algorithm Unknown System 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Paulo Sergio Ramirez
    • 1
  1. 1.Federal University of Rio de JaneiroRio de JaneiroBrazil

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