Fundamentals of Adaptive Filtering

Fundamentals of Adaptive Filtering
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DOI:
10.1007/978-1-4614-4106-9_2
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发表时间:
2019-11
期刊:
Adaptive Filtering
影响因子:
--
通讯作者:
P. Diniz
P. Diniz
中科院分区:
其他
文献类型:
--
作者:
P. Diniz

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本章包括对确定性和随机信号表示的简要回顾。由于这些主题的范围,我们的审查仅限于与自适应滤波直接相关的概念。由于输入信号矢量的相关矩阵在自适应滤波算法的统计分析中起着关键作用,因此对其性质进行了详细的研究。
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 thecorrelation 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.