1.Simon Haykin, Adaptive Filter Theory, fourth edition, Prentice Hall, 2002. Chapter 9 • Adaptive Filters 9–14 ECE 5655/4655 Real-Time DSP † In this program the following system is implemented † Notice that signal2 is present at both inputs in the exact same. FILTER THEORY. THIRD EDITION. SIMON HAYKIN. Approaches to the Development of Linear Adaptive Filtering Algorithms 9. Real and Complex.

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• In-depth treatment of adaptive filters in a highly readable and understandable fashion. • Website () • Includes a highly intensive research program on the applications of adaptive filters and neural networks to signal processing and communications with emphasis on: space-time wireless communications, radar surveillance, and chaotic signal processing. • Extensive use of illustrative examples. • Extensive use of MATLAB experiments—Illustrates the practical realities and intricacies of adaptive filters, the codes for which can be downloaded from the Web. • Extensive bibliography of the subject. • Chapter 5 on the Method of Stochastic Gradient Descent is new.

• In Chapter 6 (the old Chapter 5) on the Lease—Mean-Square (LMS) algorithm, major changes have been made to the statistical learning theory of LMS in light of the Langevin equation and the related Brownian motion. • Chapter 11 on Robustness is new. • The second half of Chapter 13 on Adaptation in Nonstationary Environments is completely new, being devoted to the Incremental-Delta-Bar-Delta (IDBD) Algorithm and the Autostep Method. • Appendices B and F on the Wirtinger Calculus and the Langevin Equation, respectively, are new. • The Bibliography is new. • The chapters on Adaptive IIR and Complex Neural Networks in the old edition have been deleted. About the Author(s) Simon Haykin received his B.Sc.

(First-class Honours), Ph.D., and D.Sc., all in Electrical Engineering from the University of Birmingham, England. He is a Fellow of the Royal Society of Canada, and a Fellow of the Institute of Electrical and Electronics Engineers. He is the recipient of the Henry Booker Gold Medal from URSI, 2002, the Honorary Degree of Doctor of Technical Sciences from ETH Zentrum, Zurich, Switzerland, 1999, and many other medals and prizes. He is a pioneer in adaptive signal-processing with emphasis on applications in radar and communications, an area of research which has occupied much of his professional life.

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