Index
β-LMS 166
A–B
APA (affine projection algorithm) 150, 172–178
AR (autoregressive)
– model 2, 11–19, 20, 21, 34, 60, 67, 68, 71, 102, 143, 164, 202, 241, 303, 333
– parameters 49, 68, 82–93, 151, 156, 204, 230, 256, 264, 275, 296, 298, 302, 349, 355
ARMA (autoregressive moving average)
– model 5, 7, 9, 19, 36, 38, 93, 95, 99
– parameters 2
ASIR (auxiliary sampling importance resampling) filter 331
Autocorrelation method 65, 308
C–E
CELP (Code-Excited Linear Prediction) 2, 22
Controllability 5, 32, 33, 234
Covariance method 63, 65, 77–80
Differential equation 27, 28, 30, 151, 185, 192, 210
Disturbance attenuation level 289, 290, 291, 293
Durbin-Levinson algorithm 49, 72, 75, 349
ECG (electrocardiogram) 2
EEG (electroencephalogram) 2, 20
Eigenvalue decomposition 86, 88, 137, 174, 342, 358
Eigenvector 137, 160, 174, 337–343, 358
ESPRIT 24
Extended Kalman filter (EKF) 185, 208, 212, 218, 261
F–I
FIR (Finite Impulse Response) filter 9, 150, 176, 177, 179, 255
Forgetting factor 62, 155, 201, 230
Forward 75
Fourier transform 1, 12, 27, 108, 109, 115, 123, 130, 139, 140, 352
Fredholm equation 114, 116, 119, 123
H∞ norm 151, 286–288, 290, 294, 295
Hessian matrix 53, 152, 153, 157
Identification 1, 20, 33, 77, 224, 233, 240, 255, 261, 296
Innovation ...
Get Modeling, Estimation and Optimal Filtration in Signal Processing now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.