Alexander D. (The University of Alabama in Huntsville, USA) Poularikas 
Adaptive Filtering [PDF ebook] 
Fundamentals of Least Mean Squares with MATLAB

Adaptive filters are used in many diverse applications, appearing in everything from military instruments to cellphones and home appliances. Adaptive Filtering: Fundamentals of Least Mean Squares with MATLAB® covers the core concepts of this important field, focusing on a vital part of the statistical signal processing area—the least mean square (LMS) adaptive filter.

This largely self-contained text:

• Discusses random variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributions


• Explains how to find the eigenvalues and eigenvectors of a matrix and the properties of the error surfaces


• Explores the Wiener filter and its practical uses, details the steepest descent method, and develops the Newton’s algorithm


• Addresses the basics of the LMS adaptive filter algorithm , considers LMS adaptive filter variants, and provides numerous examples


• Delivers a concise introduction to MATLAB®, supplying problems, computer experiments, and more than 110 functions and script files

Featuring robust appendices complete with mathematical tables and formulas, Adaptive Filtering: Fundamentals of Least Mean Squares with MATLAB® clearly describes the key principles of adaptive filtering and effectively demonstrates how to apply them to solve real-world problems.