Adaptive Signal Processing: Next Generation Solutions

CONTENTS

Preface

Contributors

Chapter 1 Complex-Valued Adaptive Signal Processing

1.1   Introduction

1.1.1   Why Complex-Valued Signal Processing

1.1.2   Outline of the Chapter

1.2   Preliminaries

1.2.1   Notation

1.2.2   Efficient Computation of Derivatives in the Complex Domain

1.2.3   Complex-to-Real and Complex-to-Complex Mappings

1.2.4   Series Expansions

1.2.5   Statistics of Complex-Valued Random Variables and Random Processes

1.3   Optimization in the Complex Domain

1.3.1   Basic Optimization Approaches in

1.3.2   Vector Optimization in

1.3.3   Matrix Optimization in

1.3.4   Newton–Variant Updates

1.4   Widely Linear Adaptive Filtering

1.4.1   Linear and Widely Linear Mean-Square Error Filter

1.5   Nonlinear Adaptive Filtering with Multilayer Perceptrons

1.5.1   Choice of Activation Function for the MLP Filter

1.5.2   Derivation of Back-Propagation Updates

1.6   Complex Independent Component Analysis

1.6.1   Complex Maximum Likelihood

1.6.2   Complex Maximization of Non-Gaussianity

1.6.3   Mutual Information Minimization: Connections to ML and MN

1.6.4   Density Matching

1.6.5   Numerical Examples

1.7   Summary

1.8   Acknowledgment

1.9   Problems

References

Chapter 2 Robust ...