Chapter 5. Adaptive Filtering

  1. Fredrik Gustafsson

Published Online: 16 OCT 2001

DOI: 10.1002/0470841613.ch5

Adaptive Filtering and Change Detection

Adaptive Filtering and Change Detection

How to Cite

Gustafsson, F. (2001) Adaptive Filtering, in Adaptive Filtering and Change Detection, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/0470841613.ch5

Author Information

  1. Linkoping University, Linkoping, Sweden

Publication History

  1. Published Online: 16 OCT 2001

ISBN Information

Print ISBN: 9780471492870

Online ISBN: 9780470841617

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Keywords:

  • data segmentation;
  • change detection;
  • jump Markov model;
  • piecewise linear regression model;
  • Matlab;
  • Matlab toolbox;
  • autotuning;
  • signal processing;
  • adaptive signal processing;
  • adaptive systems;
  • fault diagnosis;
  • monitoring;
  • surveillance;
  • signal detection;
  • decision making;
  • statistics;
  • stochastic processes;
  • modeling;
  • estimation;
  • identification;
  • parameter estimation;
  • state estimation;
  • observers;
  • stochastic systems;
  • time-varying systems;
  • discrete time systems;
  • sampled data systems;
  • filters;
  • communication systems;
  • adaptive control;
  • echo interference;
  • speech codecs;
  • equalization;
  • intersymbol interference

Summary

A thorough statistical treatment of the vast area of adaptive filtering is given. Derivations of the least mean square (LMS), recursive least squares (RLS) and Kalman filter are given. Particular attention is put on numerical implementation (square root algorithms) and performance analysis. Change detection based on residual whiteness test is presented. The following applications are treated in detail:

  • Equalization and blind equalization in digital communication

  • Noise cancellation

  • Speech coding in GSM