March 7, 2017

Adaptive Filter Theory by Haykin S., Totterdill P.

By Haykin S., Totterdill P.

At a degree appropriate for graduate classes on adaptive sign processing, this textbook develops the mathematical conception of assorted realizations of linear adaptive filters with finite-duration impulse reaction, and likewise offers an introductory remedy of supervised neural networks. a number of computing device experiments illustrate the underlying thought and purposes of the LMS (least mean-square) and RLS (recursive-least-squares) algorithms, and difficulties finish each one bankruptcy.

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When E[z|g] = at. ” The squared (power) form of this test is used instead of the unsquared (voltage) form for consistency with the SINR analysis in the next subsection. Note that the exact threshold must change for each Radar, Adaptive of the equivalent tests of Eqs. (89), (90), and (91) despite the fact that this is hidden typographically. One important quality of the MF test is that it has a constant false-alarm rate (CFAR), that is, its probability of false alarm is independent of the interference-and-noise scenario defined by R.

176) reduces to the test where ϒ is a complex Gaussian random variable conditioned on the loss factor discussed in the sub-subsection “The Kelly Loss Factor and Its Distribution” above, λ is the may be obtained numerically by series methods (39, 40) or by moment methods (43). The GLRT’s PFA, however, is given by the closed-form expression Adaptive Matched Filter. The AMF test (44) [Pulsone (68)], [Pulsone (67)] is obtained by the ad hoc procedure of replacing the known covariance matrix R with the samˆ in the Neyman–Pearson test of Eq.

23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. CN Re Im a* xT zH tr A x⊗y x y v t w R N M fd PRI or Tr PRF CPI SNR CNR JNR SINR PD PFA Complex N-space Real part Imaginary part Complex conjugation of a Transpose of x Hermitian transpose of z Trace of the square matrix A Tensor (Kronecker) product of x and y Schur–Hadamard product of x and y Steering vector 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. Target steering vector Adaptive weight vector Interference-plus-noise covariance matrix Number of adaptive degrees of freedom or antenna elements Number of radar pulses Doppler frequency Pulse repetition interval Pulse repetition frequency Coherent processing interval Signal-to-noise ratio Clutter-to-noise ratio Jammer-to-noise ratio Signal-to-interference-plus-noise ratio Probability of detection Probability of false alarm BIBLIOGRAPHY 1.

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