Adaptive Filtering Prediction and Control

Adaptive Filtering Prediction and Control PDF

Author: Graham C Goodwin

Publisher: Courier Corporation

Published: 2014-05-05

Total Pages: 562

ISBN-13: 0486137724

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This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Adaptive Control

Adaptive Control PDF

Author: Shankar Sastry

Publisher: Courier Corporation

Published: 2011-01-01

Total Pages: 402

ISBN-13: 0486482022

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This volume surveys the major results and techniques of analysis in the field of adaptive control. Focusing on linear, continuous time, single-input, single-output systems, the authors offer a clear, conceptual presentation of adaptive methods, enabling a critical evaluation of these techniques and suggesting avenues of further development. 1989 edition.

Adaptive Control, Filtering, and Signal Processing

Adaptive Control, Filtering, and Signal Processing PDF

Author: K.J. Aström

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 404

ISBN-13: 1441985689

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The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active areas of the past decade. Since adaptive controllers are fundamentally nonlinear controllers which are applied to nominally linear, possibly stochastic and time-varying systems, their theoretical analysis is usually very difficult. Nevertheless, over the past decade much fundamental progress has been made on some key questions concerning their stability, convergence, performance, and robustness. Moreover, adaptive controllers have been successfully employed in numerous practical applications, and have even entered the marketplace.

Complex Valued Nonlinear Adaptive Filters

Complex Valued Nonlinear Adaptive Filters PDF

Author: Danilo P. Mandic

Publisher: John Wiley & Sons

Published: 2009-04-20

Total Pages: 344

ISBN-13: 0470742631

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This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.

Adaptive Control

Adaptive Control PDF

Author: Karl J. Åström

Publisher: Courier Corporation

Published: 2013-04-26

Total Pages: 596

ISBN-13: 0486319148

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Suitable for advanced undergraduates and graduate students, this text introduces theoretical and practical aspects of adaptive control. It offers an excellent perspective on techniques as well as an active knowledge of key approaches. Readers will acquire a well-developed sense of when to use adaptive techniques and when other methods are more appropriate. Starting with a broad overview, the text explores real-time estimation, self-tuning regulators and model-reference adaptive systems, stochastic adaptive control, and automatic tuning of regulators. Additional topics include gain scheduling, robust high-gain control and self-oscillating controllers, and suggestions for implementing adaptive controllers. Concluding chapters feature a summary of applications and a brief review of additional areas closely related to adaptive control. Both authors are Professors at the Lund Institute of Technology in Sweden, and this text has evolved from their many years of research and teaching. Their insights into properties, design procedures, and implementation of adaptive controllers are complemented by the numerous examples, simulations, and problems that appear throughout the book.

Kernel Adaptive Filtering

Kernel Adaptive Filtering PDF

Author: Weifeng Liu

Publisher: Wiley

Published: 2010-03-01

Total Pages: 240

ISBN-13: 9780470447536

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Online learning from a signal processing perspective There is increased interest in kernel learning algorithms inneural networks and a growing need for nonlinear adaptivealgorithms in advanced signal processing, communications, andcontrols. Kernel Adaptive Filtering is the first book topresent a comprehensive, unifying introduction to online learningalgorithms in reproducing kernel Hilbert spaces. Based on researchbeing conducted in the Computational Neuro-Engineering Laboratoryat the University of Florida and in the Cognitive SystemsLaboratory at McMaster University, Ontario, Canada, this uniqueresource elevates the adaptive filtering theory to a new level,presenting a new design methodology of nonlinear adaptivefilters. Covers the kernel least mean squares algorithm, kernel affineprojection algorithms, the kernel recursive least squaresalgorithm, the theory of Gaussian process regression, and theextended kernel recursive least squares algorithm Presents a powerful model-selection method called maximummarginal likelihood Addresses the principal bottleneck of kernel adaptivefilters—their growing structure Features twelve computer-oriented experiments to reinforce theconcepts, with MATLAB codes downloadable from the authors' Website Concludes each chapter with a summary of the state of the artand potential future directions for original research Kernel Adaptive Filtering is ideal for engineers,computer scientists, and graduate students interested in nonlinearadaptive systems for online applications (applications where thedata stream arrives one sample at a time and incremental optimalsolutions are desirable). It is also a useful guide for those wholook for nonlinear adaptive filtering methodologies to solvepractical problems.

Stochastic Systems

Stochastic Systems PDF

Author: P. R. Kumar

Publisher: SIAM

Published: 2015-12-15

Total Pages: 371

ISBN-13: 1611974259

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Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.

Kernel Adaptive Filtering

Kernel Adaptive Filtering PDF

Author: Weifeng Liu

Publisher: John Wiley & Sons

Published: 2011-09-20

Total Pages: 167

ISBN-13: 1118211219

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Online learning from a signal processing perspective There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters. Covers the kernel least mean squares algorithm, kernel affine projection algorithms, the kernel recursive least squares algorithm, the theory of Gaussian process regression, and the extended kernel recursive least squares algorithm Presents a powerful model-selection method called maximum marginal likelihood Addresses the principal bottleneck of kernel adaptive filters—their growing structure Features twelve computer-oriented experiments to reinforce the concepts, with MATLAB codes downloadable from the authors' Web site Concludes each chapter with a summary of the state of the art and potential future directions for original research Kernel Adaptive Filtering is ideal for engineers, computer scientists, and graduate students interested in nonlinear adaptive systems for online applications (applications where the data stream arrives one sample at a time and incremental optimal solutions are desirable). It is also a useful guide for those who look for nonlinear adaptive filtering methodologies to solve practical problems.

Adaptive Filters

Adaptive Filters PDF

Author: Behrouz Farhang-Boroujeny

Publisher: John Wiley & Sons

Published: 2013-04-02

Total Pages: 800

ISBN-13: 111859133X

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This second edition of Adaptive Filters: Theory and Applications has been updated throughout to reflect the latest developments in this field; notably an increased coverage given to the practical applications of the theory to illustrate the much broader range of adaptive filters applications developed in recent years. The book offers an easy to understand approach to the theory and application of adaptive filters by clearly illustrating how the theory explained in the early chapters of the book is modified for the various applications discussed in detail in later chapters. This integrated approach makes the book a valuable resource for graduate students; and the inclusion of more advanced applications including antenna arrays and wireless communications makes it a suitable technical reference for engineers, practitioners and researchers. Key features: • Offers a thorough treatment of the theory of adaptive signal processing; incorporating new material on transform domain, frequency domain, subband adaptive filters, acoustic echo cancellation and active noise control. • Provides an in-depth study of applications which now includes extensive coverage of OFDM, MIMO and smart antennas. • Contains exercises and computer simulation problems at the end of each chapter. • Includes a new companion website hosting MATLAB® simulation programs which complement the theoretical analyses, enabling the reader to gain an in-depth understanding of the behaviours and properties of the various adaptive algorithms.

Time Series Analysis

Time Series Analysis PDF

Author: Daniel Graupe

Publisher: Krieger Publishing Company

Published: 1989

Total Pages: 456

ISBN-13:

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Stochastic convergence theory is reviewed in this text including 33 fundamental martingale and convergence theorems. The book unifies identification theory; adaptive filtering; control and decision, and time series analysis. Examples of practical microcomputer-based applications are included.