Adaptive Signal Processing Algorithms Stability and Performance

ISBN-10: 0135012635
ISBN-13: 9780135012635
Edition: 1st 1994
List price: $168.00
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Description: Although there has been considerable research activity in the theoretical study of ASP (and Adaptive Control) algorithms in recent years, most of the available literature has touched only briefly on performance analysis. This volume fills that gap  More...

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Book details

List price: $168.00
Edition: 1st
Copyright year: 1994
Publisher: Prentice Hall PTR
Publication date: 6/9/1994
Binding: Hardcover
Pages: 408
Size: 7.50" wide x 9.75" long x 0.75" tall
Weight: 1.738
Language: English

Although there has been considerable research activity in the theoretical study of ASP (and Adaptive Control) algorithms in recent years, most of the available literature has touched only briefly on performance analysis. This volume fills that gap by exploring the analysis of behavior (i.e., stability and performance) of Adaptive Signal Processing (ASP) algorithms -- discussing general methods of algorithm construction and general methods of algorithm analysis.Part I introduces ASP through its applications, shows how to construct ASP algorithms, and gives a detailed global stability and performance analysis in both deterministic and stochastic settings. Part II explores deterministic stability analysis by means of averaging methods, which are necessary to handle more complicated algorithms. Part III treats stochastic stability and performance by averaging methods.For practitioners and researchers in signal processing, communication and control.

Part I
Introduction
Offline Analysis
Iterative Minimization
Algorithm Construction
Algorithm Analysis: Gaussian White Noise Setting
Algorithm Analysis: Deterministic Global Theory
Part II
Deterministic Averaging: Single Time Scale
Deterministic Averaging: Mixed Time Scale
Part III
Stochastic Averaging: Single Time Scale
Stochastic Averaging: Mixed Time Scale
Appendices
Matrix Analysis Review
Stochastic Signals and Systems Review
Deterministic Signals and Systems Review
Mathematical Analysis Review
Probability Review
Bibliography
Index

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