Fundamentals of Adaptive Filtering

Fundamentals of Adaptive Filtering
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DOI:
10.1007/978-1-4757-3637-3_2
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发表时间:
2002
期刊:
--
影响因子:
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通讯作者:
P. S. Ramirez
P. S. Ramirez
中科院分区:
其他
文献类型:
--
作者:
P. S. Ramirez

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本章简要回顾了确定性和随机信号表示法。由于这些主题的程度,我们的审查仅限于直接相关的自适应滤波的概念。输入信号向量的相关矩阵的性质进行了详细的研究,因为它们在自适应滤波算法的统计分析中起着关键作用。
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.