Chapter 1


1.1 Adaptive signal processing

In practice most systems are inherently time-varying and/or nonlinear. The signals associated with these systems often have time-varying characteristics. Adaptive signal processing is a branch of statistical signal processing that deals with the challenging problem of estimation and tracking of time-varying systems. By virtue of its applicability to time-varying and/or nonlinear systems, adaptive signal processing finds application in a broad range of practical fields such as telecommunications, radar and sonar signal processing, biomedical engineering and entertainment systems. In order to make the estimation and tracking task tractable, the unknown system is usually modelled as a time-varying ...

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