Digital Signal Processing Handbook P18

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Digital Signal Processing Handbook P18

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Introduction to Adaptive Filters 18.1 18.2 18.3 18.4 18.5 What is an Adaptive Filter? The Adaptive Filtering Problem Filter Structures The Task of an Adaptive Filter Applications of Adaptive Filters System Identification • Inverse Modeling • Linear Prediction • Feedforward Control General Form of Adaptive FIR Algorithms • The MeanSquared Error Cost Function • The Wiener Solution • The Method of Steepest Descent • The LMS Algorithm • Other Stochastic Gradient Algorithms • Finite-Precision Effects and Other Implementation Issues • System Identification Example 18.6 Gradient-Based Adaptive Algorithms Scott C. Douglas University of Utah 18.7 Conclusions References 18.1 What is an Adaptive Filter? An adaptive filter is a computational device...

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